+56.8%
SAP vs JBL
+405.9%
-349.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | -0.3% | +4.4% | -4.7% | -1.0% |
| 30D | +2.6% | -8.4% | +11.0% | +3.9% |
| 3M | +16.3% | -14.2% | +30.4% | +18.5% |
| 6M | +6.4% | +29.6% | -23.2% | -2.7% |
| YTD | -11.4% | +37.1% | -48.5% | -20.6% |
| 1Y | -20.4% | +49.5% | -69.9% | -30.8% |
| 3Y | +56.5% | +192.7% | -136.2% | +5.1% |
| 5Y | +56.8% | +411.3% | -354.6% | -22.2% |
| All | +56.8% | +405.9% | -349.1% | -22.2% |
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 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