+213.3%
JCI vs SBAC
+2,173.2%
-1,959.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.2% |
| 7D | +8.4% | -3.4% | +11.8% | +8.9% |
| 30D | -8.9% | +2.6% | -11.5% | -9.4% |
| 3M | -6.4% | +2.6% | -9.1% | -7.0% |
| 6M | +1.6% | -11.5% | +13.2% | +2.7% |
| YTD | +20.1% | -1.6% | +21.7% | +19.1% |
| 1Y | +17.2% | -5.1% | +22.3% | +16.8% |
| 3Y | +190.7% | -9.3% | +200.1% | +188.9% |
| 5Y | +99.9% | -41.0% | +140.9% | +109.5% |
| 10Y | +301.8% | +108.0% | +193.8% | +255.0% |
| All | +213.3% | +2,173.2% | -1,959.9% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling