+409.8%
JBL vs SBAC
-44.9%
+454.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | -7.5% | +3.9% | -11.3% | -7.8% |
| 3M | -14.1% | -8.2% | -5.9% | -13.3% |
| 6M | +25.9% | -2.8% | +28.7% | +25.8% |
| YTD | +36.7% | -1.5% | +38.2% | +36.1% |
| 1Y | +49.0% | 0.0% | +49.0% | +48.0% |
| 3Y | +191.8% | -8.4% | +200.2% | +185.4% |
| 5Y | +409.8% | -43.5% | +453.3% | +469.4% |
| All | +409.8% | -44.9% | +454.7% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling