+56.5%
SAP vs JBL
+189.9%
-133.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | -0.3% | +4.4% | -4.7% | -0.6% |
| 30D | +2.6% | -8.4% | +11.0% | +3.1% |
| 3M | +16.3% | -14.2% | +30.4% | +17.4% |
| 6M | +6.4% | +29.6% | -23.2% | +0.6% |
| YTD | -11.4% | +37.1% | -48.5% | -17.2% |
| 1Y | -20.4% | +49.5% | -69.9% | -27.0% |
| 3Y | +56.5% | +192.7% | -136.2% | +27.2% |
| All | +56.5% | +189.9% | -133.4% | +27.2% |
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