+103.1%
JCI vs SBAC
-39.3%
+142.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.4% |
| 7D | -5.9% | +3.6% | -9.5% | -6.5% |
| 30D | -10.4% | +4.9% | -15.3% | -11.3% |
| 3M | -6.1% | +6.5% | -12.6% | -7.4% |
| 6M | +1.7% | -11.1% | +12.8% | +3.6% |
| YTD | +18.9% | +0.9% | +17.9% | +17.2% |
| 1Y | +16.1% | -1.6% | +17.7% | +15.2% |
| 3Y | +187.8% | -7.0% | +194.8% | +182.3% |
| All | +103.1% | -39.3% | +142.5% | +130.5% |
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 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