+115.0%
JCI vs SBAC
-43.9%
+159.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.1% | -0.1% | +5.2% | +5.1% |
| 30D | -3.8% | +3.2% | -7.1% | -4.5% |
| 3M | +1.9% | -5.1% | +6.9% | +2.6% |
| 6M | +11.2% | -2.1% | +13.3% | +10.8% |
| YTD | +22.9% | -0.5% | +23.5% | +21.8% |
| 1Y | +37.4% | +1.1% | +36.2% | +35.4% |
| 3Y | +167.8% | -7.4% | +175.3% | +162.6% |
| 5Y | +115.0% | -44.3% | +159.4% | +149.7% |
| All | +115.0% | -43.9% | +159.0% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling