+585.7%
JPM vs SBAC
+83.0%
+502.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -2.3% | -5.3% | +2.9% | -1.3% |
| 30D | -2.3% | +0.4% | -2.7% | -2.4% |
| 3M | +14.9% | -11.9% | +26.8% | +17.5% |
| 6M | +23.6% | -4.5% | +28.1% | +23.7% |
| YTD | +11.3% | -4.3% | +15.6% | +11.1% |
| 1Y | +19.9% | -3.9% | +23.8% | +19.5% |
| 3Y | +162.6% | -11.0% | +173.6% | +160.1% |
| 5Y | +154.6% | -44.1% | +198.7% | +182.1% |
| All | +585.7% | +83.0% | +502.6% | +619.7% |
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