+115.0%
JCI vs SGI
+61.8%
+53.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.1% | +9.3% | -4.2% | +2.0% |
| 30D | -3.8% | +6.9% | -10.7% | -6.1% |
| 3M | +1.9% | +2.8% | -1.0% | +0.2% |
| 6M | +11.2% | -12.6% | +23.8% | +14.7% |
| YTD | +22.9% | -21.5% | +44.5% | +30.8% |
| 1Y | +37.4% | -18.8% | +56.1% | +43.6% |
| 3Y | +167.8% | +60.8% | +107.0% | +115.1% |
| 5Y | +115.0% | +60.0% | +55.0% | +59.8% |
| All | +115.0% | +61.8% | +53.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling