+388.3%
JBL vs SSNC
+14.9%
+373.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.5% |
| 7D | -1.0% | -6.7% | +5.7% | +2.0% |
| 30D | -15.1% | -0.8% | -14.3% | -15.0% |
| 3M | -14.0% | +16.1% | -30.1% | -21.0% |
| 6M | +20.6% | +7.9% | +12.7% | +14.6% |
| YTD | +32.9% | -8.7% | +41.6% | +38.0% |
| 1Y | +40.5% | -9.5% | +50.0% | +46.3% |
| 3Y | +183.7% | +47.7% | +136.1% | +110.8% |
| 5Y | +388.3% | +17.6% | +370.7% | +332.8% |
| All | +388.3% | +14.9% | +373.4% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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