+27.7%
JCI vs SBAC
+2.4%
+25.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.8% | -12.1% | -6.0% |
| 7D | -10.7% | +5.8% | -16.5% | -10.4% |
| 30D | -10.4% | +20.8% | -31.2% | -10.1% |
| 3M | -8.3% | +4.8% | -13.0% | -8.1% |
| 6M | -2.1% | -9.1% | +7.0% | -1.3% |
| YTD | +18.4% | +3.1% | +15.3% | +21.3% |
| 1Y | +27.7% | +2.2% | +25.5% | +30.9% |
| All | +27.7% | +2.4% | +25.3% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling