+115.0%
JCI vs SFM
+219.5%
-104.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.7% |
| 7D | +5.1% | -5.8% | +10.9% | +5.8% |
| 30D | -3.8% | -11.4% | +7.5% | -2.6% |
| 3M | +1.9% | -12.2% | +14.1% | +3.0% |
| 6M | +11.2% | -5.2% | +16.4% | +10.9% |
| YTD | +22.9% | -4.5% | +27.4% | +22.3% |
| 1Y | +37.4% | -45.4% | +82.8% | +48.5% |
| 3Y | +167.8% | +91.1% | +76.7% | +141.1% |
| 5Y | +115.0% | +226.8% | -111.8% | +86.8% |
| All | +115.0% | +219.5% | -104.5% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling