+301.7%
JCI vs SIMO
+436.4%
-134.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.7% | -0.9% | +3.8% |
| 7D | -3.4% | -8.2% | +4.8% | -2.0% |
| 30D | -10.1% | -34.6% | +24.5% | -3.6% |
| 3M | -6.8% | -32.6% | +25.8% | -1.2% |
| 6M | +2.0% | -31.8% | +33.8% | +6.4% |
| YTD | +19.2% | +87.6% | -68.4% | +1.1% |
| 1Y | +16.7% | +86.7% | -69.9% | -1.0% |
| 3Y | +194.3% | +227.4% | -33.1% | +119.9% |
| 5Y | +103.0% | +173.0% | -70.0% | +51.3% |
| 10Y | +301.7% | +409.6% | -107.9% | +150.7% |
| All | +301.7% | +436.4% | -134.6% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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