+67.8%
SAP vs JBL
+104.6%
-36.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -3.9% | +10.0% | -13.9% | -4.4% |
| 30D | +6.5% | -18.2% | +24.7% | +7.8% |
| 3M | +14.7% | -29.0% | +43.6% | +17.0% |
| 6M | +39.9% | -25.9% | +65.8% | +41.7% |
| YTD | -2.0% | +14.1% | -16.1% | -8.0% |
| 1Y | -6.0% | +21.7% | -27.7% | -12.9% |
| All | +67.8% | +104.6% | -36.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling