+1,312.1%
JBL vs SBAC
+2,188.2%
-876.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +10.0% | -2.7% | +12.7% | +10.7% |
| 30D | -18.2% | +3.3% | -21.5% | -19.0% |
| 3M | -29.0% | +3.3% | -32.3% | -29.8% |
| 6M | -25.9% | -10.9% | -14.9% | -24.7% |
| YTD | +14.1% | -1.0% | +15.1% | +11.9% |
| 1Y | +21.7% | -4.5% | +26.1% | +20.4% |
| 3Y | +103.8% | -8.7% | +112.6% | +99.1% |
| 5Y | +310.0% | -40.6% | +350.6% | +338.6% |
| 10Y | +1,179.2% | +109.4% | +1,069.8% | +894.3% |
| All | +1,312.1% | +2,188.2% | -876.1% | +511.9% |
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