+1,587.0%
JBL vs SBAC
+2,208.1%
-621.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -8.3% | +6.9% | -15.2% | -9.7% |
| 3M | -16.9% | -8.2% | -8.7% | -15.8% |
| 6M | +21.8% | -1.6% | +23.4% | +20.3% |
| YTD | +36.3% | -0.1% | +36.4% | +33.8% |
| 1Y | +49.5% | -0.5% | +50.0% | +46.8% |
| 3Y | +170.6% | -9.1% | +179.7% | +165.0% |
| 5Y | +408.4% | -43.8% | +452.2% | +451.8% |
| 10Y | +1,450.4% | +80.5% | +1,369.9% | +1,150.5% |
| All | +1,587.0% | +2,208.1% | -621.1% | +631.6% |
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