+448.2%
JCI vs SGI
+1,798.9%
-1,350.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +3.2% | -5.3% | +8.5% | +4.3% |
| 30D | -8.6% | -2.1% | -6.5% | -8.6% |
| 3M | -7.7% | -8.2% | +0.4% | -6.7% |
| 6M | -2.6% | -4.6% | +2.0% | -2.7% |
| YTD | +17.4% | -31.5% | +48.8% | +24.7% |
| 1Y | +16.9% | -30.8% | +47.7% | +23.9% |
| 3Y | +186.7% | +67.2% | +119.5% | +152.2% |
| 5Y | +95.4% | +42.5% | +52.9% | +72.9% |
| 10Y | +292.7% | +321.9% | -29.1% | +161.7% |
| All | +448.2% | +1,798.9% | -1,350.7% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling