+32.5%
JD vs SBAC
+103.9%
-71.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +5.2% | +3.6% | +1.6% | +4.2% |
| 30D | +4.5% | +4.9% | -0.4% | +3.1% |
| 3M | -15.4% | +6.5% | -21.9% | -17.1% |
| 6M | -6.0% | -11.1% | +5.1% | -3.7% |
| YTD | +2.2% | +0.9% | +1.2% | -0.1% |
| 1Y | -6.7% | -1.6% | -5.1% | -8.1% |
| 3Y | +20.5% | -7.0% | +27.5% | +18.0% |
| 5Y | -58.4% | -39.2% | -19.2% | -54.1% |
| 10Y | +32.5% | +111.4% | -78.9% | +12.8% |
| All | +32.5% | +103.9% | -71.4% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling