+179.0%
SAP vs JBL
+1,455.1%
-1,276.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.3% | +4.0% | -4.3% | -1.3% |
| 30D | +0.3% | -7.5% | +7.8% | +2.0% |
| 3M | +16.9% | -14.1% | +30.9% | +19.9% |
| 6M | +6.3% | +25.9% | -19.5% | -3.9% |
| YTD | -12.4% | +36.7% | -49.1% | -23.4% |
| 1Y | -21.6% | +49.0% | -70.6% | -33.9% |
| 3Y | +54.8% | +191.8% | -137.0% | -1.7% |
| 5Y | +56.2% | +409.8% | -353.6% | -21.7% |
| 10Y | +179.0% | +1,509.2% | -1,330.2% | -5.4% |
| All | +179.0% | +1,455.1% | -1,276.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling