-5.9%
SAP vs JBL
+20.8%
-26.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.8% | +9.1% | +3.7% |
| 7D | +1.3% | -11.1% | +12.4% | 0.0% |
| 30D | +15.5% | -14.1% | +29.6% | +13.9% |
| 3M | +22.8% | -23.9% | +46.7% | +19.5% |
| 6M | +42.5% | -24.1% | +66.6% | +38.4% |
| YTD | +0.5% | +13.5% | -12.9% | -4.9% |
| 1Y | -5.9% | +23.7% | -29.7% | -12.4% |
| All | -5.9% | +20.8% | -26.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling