+80.7%
SAP vs JBL
+299.0%
-218.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.7% |
| 7D | +0.6% | +6.3% | -5.7% | -0.4% |
| 30D | +6.5% | -13.5% | +20.0% | +8.7% |
| 3M | +12.2% | -31.3% | +43.6% | +18.6% |
| 6M | +46.1% | -28.4% | +74.5% | +51.6% |
| YTD | -1.6% | +11.6% | -13.2% | -9.5% |
| 1Y | -5.1% | +26.1% | -31.2% | -15.6% |
| 3Y | +68.4% | +97.4% | -29.0% | +25.2% |
| All | +80.7% | +299.0% | -218.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling