+459.5%
JPM vs SBAC
+111.6%
+347.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +1.6% | -2.7% | +4.4% | +2.2% |
| 30D | +3.4% | +3.3% | +0.2% | +2.7% |
| 3M | -5.7% | +3.3% | -8.9% | -6.4% |
| 6M | +13.5% | -10.9% | +24.5% | +15.7% |
| YTD | +8.4% | -1.0% | +9.4% | +7.3% |
| 1Y | +9.1% | -4.5% | +13.5% | +8.8% |
| 3Y | +149.5% | -8.7% | +158.2% | +146.0% |
| 5Y | +132.6% | -40.6% | +173.2% | +154.9% |
| All | +459.5% | +111.6% | +347.8% | +452.8% |
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