+341.0%
JCI vs SBAC
+78.4%
+262.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -3.8% | +3.9% | -7.7% | -4.8% |
| 3M | -1.6% | -8.2% | +6.5% | 0.0% |
| 6M | +9.5% | -2.8% | +12.3% | +8.8% |
| YTD | +21.7% | -1.5% | +23.3% | +20.3% |
| 1Y | +37.1% | 0.0% | +37.1% | +34.7% |
| 3Y | +165.2% | -8.4% | +173.6% | +160.1% |
| 5Y | +110.3% | -43.5% | +153.8% | +138.4% |
| 10Y | +341.0% | +86.9% | +254.1% | +277.0% |
| All | +341.0% | +78.4% | +262.6% | +277.0% |
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