+307.6%
JCI vs SBAC
+109.8%
+197.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +2.9% | -2.8% | +5.7% | +3.6% |
| 30D | -6.9% | +3.1% | -10.1% | -7.9% |
| 3M | -6.3% | +5.1% | -11.4% | -7.9% |
| 6M | +2.6% | -11.4% | +14.0% | +4.7% |
| YTD | +21.8% | +0.2% | +21.6% | +19.4% |
| 1Y | +19.6% | -3.9% | +23.5% | +18.6% |
| 3Y | +194.9% | -7.7% | +202.6% | +188.4% |
| 5Y | +108.1% | -39.7% | +147.9% | +131.1% |
| 10Y | +307.6% | +111.9% | +195.7% | +235.5% |
| All | +307.6% | +109.8% | +197.8% | +235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling