+330.8%
JCI vs SGI
+266.5%
+64.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.7% |
| 7D | +0.4% | -4.9% | +5.3% | +1.7% |
| 30D | -7.7% | +1.6% | -9.3% | -8.3% |
| 3M | +2.8% | -3.2% | +5.9% | +3.0% |
| 6M | +7.2% | -16.0% | +23.3% | +11.0% |
| YTD | +20.0% | -25.4% | +45.4% | +27.5% |
| 1Y | +33.3% | -21.6% | +54.8% | +39.3% |
| 3Y | +161.3% | +52.9% | +108.5% | +127.4% |
| 5Y | +108.8% | +47.5% | +61.3% | +76.3% |
| All | +330.8% | +266.5% | +64.3% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling