+32.3%
JD vs SBAC
+110.3%
-77.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -4.0% | -3.4% | -0.6% | -3.1% |
| 30D | +2.7% | +2.6% | 0.0% | +1.8% |
| 3M | -13.0% | +2.6% | -15.6% | -13.9% |
| 6M | -12.7% | -11.5% | -1.2% | -10.5% |
| YTD | -0.8% | -1.6% | +0.8% | -2.3% |
| 1Y | -8.9% | -5.1% | -3.8% | -9.3% |
| 3Y | +17.0% | -9.3% | +26.4% | +15.4% |
| 5Y | -63.5% | -41.0% | -22.5% | -59.4% |
| All | +32.3% | +110.3% | -77.9% | +14.4% |
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