+293.5%
JCI vs SAN
+270.1%
+23.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | +3.2% | +4.0% | -0.8% | +1.8% |
| 30D | -8.6% | -7.8% | -0.8% | -6.3% |
| 3M | -7.7% | -16.4% | +8.6% | -2.4% |
| 6M | -2.6% | +3.5% | -6.1% | -4.6% |
| YTD | +17.4% | +6.7% | +10.7% | +12.8% |
| 1Y | +16.9% | +14.5% | +2.4% | +9.6% |
| 3Y | +186.7% | +243.5% | -56.8% | +79.5% |
| 5Y | +95.4% | +296.2% | -200.8% | +12.4% |
| All | +293.5% | +270.1% | +23.4% | +126.3% |
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