+2,233.8%
SAP vs JBL
+23,642.8%
-21,409.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -2.9% | +3.0% | -5.9% | -3.7% |
| 30D | +9.0% | -8.3% | +17.3% | +11.2% |
| 3M | +14.9% | -16.9% | +31.8% | +18.9% |
| 6M | +11.9% | +21.8% | -9.9% | +2.9% |
| YTD | -9.9% | +36.3% | -46.2% | -20.1% |
| 1Y | -19.5% | +49.5% | -69.0% | -31.0% |
| 3Y | +61.8% | +170.6% | -108.8% | +12.5% |
| 5Y | +56.2% | +408.4% | -352.2% | -10.3% |
| 10Y | +180.6% | +1,450.4% | -1,269.8% | +12.9% |
| All | +2,233.8% | +23,642.8% | -21,409.0% | +448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling