+59.0%
JD vs SBAC
+107.3%
-48.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | +13.4% | +1.2% | +12.1% | +12.9% |
| 30D | +7.7% | +11.2% | -3.5% | +4.3% |
| 3M | -11.3% | +4.5% | -15.7% | -12.7% |
| 6M | -5.1% | -12.2% | +7.0% | -2.4% |
| YTD | +5.0% | -0.1% | +5.2% | +2.9% |
| 1Y | -5.6% | -0.3% | -5.4% | -7.6% |
| 3Y | +17.8% | -8.7% | +26.5% | +15.9% |
| 5Y | -57.2% | -40.2% | -17.0% | -52.4% |
| 10Y | +34.8% | +97.3% | -62.5% | -2.2% |
| All | +59.0% | +107.3% | -48.3% | +14.0% |
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