+108.1%
JCI vs SGI
+48.7%
+59.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +2.9% | +2.6% |
| 7D | +2.9% | -10.5% | +13.4% | +6.4% |
| 30D | -6.9% | +0.1% | -7.1% | -7.7% |
| 3M | -6.3% | -4.0% | -2.3% | -6.2% |
| 6M | +2.6% | -5.6% | +8.2% | +2.5% |
| YTD | +21.8% | -29.5% | +51.3% | +33.0% |
| 1Y | +19.6% | -31.5% | +51.1% | +31.8% |
| 3Y | +194.9% | +71.6% | +123.3% | +129.7% |
| 5Y | +108.1% | +50.5% | +57.6% | +57.8% |
| All | +108.1% | +48.7% | +59.4% | +57.8% |
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