+217.7%
JCI vs SBAC
+2,208.1%
-1,990.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -5.7% | +6.9% | -12.6% | -6.6% |
| 3M | -1.4% | -8.2% | +6.8% | -0.5% |
| 6M | +4.1% | -1.6% | +5.8% | +3.6% |
| YTD | +21.7% | -0.1% | +21.9% | +20.8% |
| 1Y | +36.1% | -0.5% | +36.6% | +35.0% |
| 3Y | +154.4% | -9.1% | +163.5% | +153.1% |
| 5Y | +112.0% | -43.8% | +155.8% | +124.1% |
| 10Y | +322.2% | +80.5% | +241.7% | +280.3% |
| All | +217.7% | +2,208.1% | -1,990.5% | +105.2% |
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