+187.8%
JCI vs SFM
+19.7%
+168.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.2% |
| 7D | -5.9% | -6.9% | +1.0% | -5.6% |
| 30D | -10.4% | -25.0% | +14.6% | -9.2% |
| 3M | -6.1% | -42.7% | +36.6% | -2.8% |
| 6M | +1.7% | -41.0% | +42.7% | +4.6% |
| YTD | +18.9% | -38.7% | +57.5% | +21.4% |
| 1Y | +16.1% | -38.1% | +54.3% | +18.3% |
| 3Y | +187.8% | +19.3% | +168.5% | +205.0% |
| All | +187.8% | +19.7% | +168.1% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling