+194.3%
JCI vs SAN
+258.9%
-64.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.1% | -1.3% | +2.8% |
| 7D | -3.4% | +8.7% | -12.1% | -6.1% |
| 30D | -10.1% | -6.5% | -3.6% | -8.3% |
| 3M | -6.8% | -14.2% | +7.4% | -2.2% |
| 6M | +2.0% | +2.7% | -0.7% | +0.3% |
| YTD | +19.2% | +8.9% | +10.3% | +13.8% |
| 1Y | +16.7% | +23.4% | -6.6% | +6.8% |
| 3Y | +194.3% | +257.9% | -63.6% | +91.4% |
| All | +194.3% | +258.9% | -64.6% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling