+477.1%
JCI vs SFM
+44.5%
+432.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.1% |
| 7D | +2.9% | -7.1% | +10.0% | +3.7% |
| 30D | -6.9% | -21.4% | +14.5% | -5.2% |
| 3M | -6.3% | -40.1% | +33.8% | -1.7% |
| 6M | +2.6% | -38.0% | +40.6% | +6.7% |
| YTD | +21.8% | -36.5% | +58.3% | +25.7% |
| 1Y | +19.6% | -35.2% | +54.8% | +23.0% |
| 3Y | +194.9% | +23.5% | +171.5% | +177.6% |
| 5Y | +108.1% | +109.7% | -1.6% | +81.0% |
| 10Y | +307.6% | +132.6% | +175.1% | +235.8% |
| All | +477.1% | +44.5% | +432.7% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling