+27.7%
JCI vs SGI
-10.7%
+38.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.8% | -13.1% | -7.1% |
| 7D | -10.7% | +12.1% | -22.7% | -12.1% |
| 30D | -10.4% | +12.1% | -22.5% | -12.0% |
| 3M | -8.3% | +0.4% | -8.7% | -8.1% |
| 6M | -2.1% | -4.0% | +1.9% | -1.5% |
| YTD | +18.4% | -21.2% | +39.6% | +21.3% |
| 1Y | +27.7% | -12.1% | +39.7% | +28.6% |
| All | +27.7% | -10.7% | +38.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling