+94.3%
JCI vs SARO
-22.5%
+116.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.7% |
| 7D | +0.7% | -3.1% | +3.8% | +1.8% |
| 30D | -4.4% | -12.2% | +7.8% | -0.3% |
| 3M | +1.7% | -7.4% | +9.0% | +3.9% |
| 6M | +8.8% | -15.3% | +24.1% | +13.6% |
| YTD | +22.6% | -16.2% | +38.8% | +27.8% |
| 1Y | +36.2% | -12.1% | +48.3% | +38.8% |
| All | +94.3% | -22.5% | +116.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling