+167.8%
JCI vs SFM
+96.9%
+71.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.6% |
| 7D | +5.1% | -5.8% | +10.9% | +5.6% |
| 30D | -3.8% | -11.4% | +7.5% | -2.9% |
| 3M | +1.9% | -12.2% | +14.1% | +2.8% |
| 6M | +11.2% | -5.2% | +16.4% | +10.9% |
| YTD | +22.9% | -4.5% | +27.4% | +22.4% |
| 1Y | +37.4% | -45.4% | +82.8% | +51.0% |
| 3Y | +167.8% | +91.1% | +76.7% | +160.4% |
| All | +167.8% | +96.9% | +71.0% | +160.4% |
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 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