+330.8%
JCI vs SFM
+268.6%
+62.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | +0.4% | -8.8% | +9.2% | +1.4% |
| 30D | -7.7% | -14.5% | +6.7% | -6.1% |
| 3M | +2.8% | -16.8% | +19.6% | +4.6% |
| 6M | +7.2% | -5.3% | +12.6% | +7.0% |
| YTD | +20.0% | -9.4% | +29.3% | +20.0% |
| 1Y | +33.3% | -46.2% | +79.4% | +42.4% |
| 3Y | +161.3% | +81.3% | +80.0% | +137.0% |
| 5Y | +108.8% | +211.9% | -103.1% | +74.2% |
| All | +330.8% | +268.6% | +62.3% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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