+307.6%
JCI vs SAN
+275.0%
+32.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | +2.9% | +3.4% | -0.5% | +1.7% |
| 30D | -6.9% | -6.3% | -0.7% | -5.2% |
| 3M | -6.3% | -14.1% | +7.8% | -1.7% |
| 6M | +2.6% | +4.2% | -1.6% | +0.2% |
| YTD | +21.8% | +9.0% | +12.8% | +16.2% |
| 1Y | +19.6% | +18.8% | +0.9% | +10.7% |
| 3Y | +194.9% | +252.0% | -57.1% | +83.1% |
| 5Y | +108.1% | +299.5% | -191.3% | +19.4% |
| 10Y | +307.6% | +276.7% | +31.0% | +132.8% |
| All | +307.6% | +275.0% | +32.6% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling