+2,439.8%
SAP vs JBL
+19,691.9%
-17,252.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | -0.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | +7.5% | -17.0% | +24.5% | +12.2% |
| 3M | +11.6% | -27.4% | +39.0% | +20.0% |
| 6M | +37.6% | -29.1% | +66.7% | +46.4% |
| YTD | -2.0% | +13.6% | -15.6% | -9.7% |
| 1Y | -6.4% | +22.8% | -29.2% | -15.8% |
| 3Y | +67.7% | +103.0% | -35.3% | +25.7% |
| 5Y | +75.7% | +307.4% | -231.6% | +6.2% |
| 10Y | +229.3% | +1,173.9% | -944.6% | +38.3% |
| All | +2,439.8% | +19,691.9% | -17,252.1% | +519.7% |
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 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