+476.8%
JCI vs SFM
+132.6%
+344.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.6% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.7% | -4.4% | -1.3% | -5.3% |
| 3M | -1.4% | +1.5% | -2.9% | -1.9% |
| 6M | +4.1% | +6.5% | -2.3% | +2.5% |
| YTD | +21.7% | +2.2% | +19.6% | +20.2% |
| 1Y | +36.1% | -41.9% | +78.0% | +43.9% |
| 3Y | +154.4% | +106.8% | +47.7% | +127.9% |
| 5Y | +112.0% | +231.6% | -119.5% | +76.6% |
| 10Y | +322.2% | +258.4% | +63.8% | +233.9% |
| All | +476.8% | +132.6% | +344.3% | +369.0% |
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 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