+1,281.1%
JBL vs SBAC
+2,222.3%
-941.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | -13.5% | +5.5% | -19.0% | -14.8% |
| 3M | -31.3% | +3.1% | -34.4% | -32.1% |
| 6M | -28.4% | -7.0% | -21.4% | -28.0% |
| YTD | +11.6% | +0.5% | +11.1% | +9.1% |
| 1Y | +26.1% | +0.2% | +25.9% | +23.4% |
| 3Y | +97.4% | -7.4% | +104.7% | +92.0% |
| 5Y | +301.0% | -39.7% | +340.7% | +327.4% |
| 10Y | +1,151.1% | +112.5% | +1,038.6% | +869.1% |
| All | +1,281.1% | +2,222.3% | -941.3% | +496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling