+468.7%
JCI vs SGI
+2,083.6%
-1,614.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +3.8% | +8.5% | -4.7% | +2.0% |
| 30D | -5.7% | +0.7% | -6.3% | -6.0% |
| 3M | -1.4% | +0.6% | -2.0% | -1.9% |
| 6M | +4.1% | -17.9% | +22.1% | +7.6% |
| YTD | +21.7% | -21.2% | +42.9% | +26.4% |
| 1Y | +36.1% | -18.9% | +55.0% | +40.1% |
| 3Y | +154.4% | +52.6% | +101.8% | +128.3% |
| 5Y | +112.0% | +60.7% | +51.3% | +83.9% |
| 10Y | +322.2% | +278.1% | +44.1% | +184.7% |
| All | +468.7% | +2,083.6% | -1,614.9% | +113.3% |
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