+2,190.2%
JBL vs SSNC
+1,037.0%
+1,153.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.6% |
| 7D | +4.4% | -1.8% | +6.2% | +5.3% |
| 30D | -8.4% | +1.9% | -10.4% | -9.6% |
| 3M | -14.2% | +18.4% | -32.6% | -22.9% |
| 6M | +29.6% | +7.0% | +22.6% | +21.9% |
| YTD | +37.1% | -6.9% | +44.0% | +37.9% |
| 1Y | +49.5% | -8.2% | +57.7% | +51.0% |
| 3Y | +192.7% | +50.5% | +142.1% | +121.9% |
| 5Y | +411.3% | +17.4% | +394.0% | +341.5% |
| 10Y | +1,447.6% | +164.9% | +1,282.7% | +769.5% |
| All | +2,190.2% | +1,037.0% | +1,153.2% | +465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling