+186.7%
JCI vs SBAC
-6.5%
+193.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.3% |
| 7D | +3.2% | +0.6% | +2.6% | +3.2% |
| 30D | -8.6% | +5.5% | -14.1% | -8.8% |
| 3M | -7.7% | +3.1% | -10.8% | -7.9% |
| 6M | -2.6% | -7.0% | +4.5% | -2.2% |
| YTD | +17.4% | +0.5% | +16.9% | +17.5% |
| 1Y | +16.9% | +0.2% | +16.7% | +17.1% |
| 3Y | +186.7% | -7.4% | +194.1% | +183.8% |
| All | +186.7% | -6.5% | +193.3% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling