+1,110.4%
JCI vs SCHG
+1,121.7%
-11.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.1% |
| 7D | +0.4% | -2.7% | +3.1% | +2.6% |
| 30D | -7.7% | -2.2% | -5.5% | -6.2% |
| 3M | +2.8% | +6.2% | -3.4% | -2.1% |
| 6M | +7.2% | +13.4% | -6.1% | -3.1% |
| YTD | +20.0% | +7.1% | +12.8% | +13.0% |
| 1Y | +33.3% | +12.5% | +20.7% | +20.6% |
| 3Y | +161.3% | +86.2% | +75.1% | +59.1% |
| 5Y | +108.8% | +83.9% | +24.8% | +25.8% |
| 10Y | +334.6% | +451.3% | -116.7% | -4.7% |
| All | +1,110.4% | +1,121.7% | -11.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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