+186.7%
JCI vs SIMO
+221.6%
-34.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.1% |
| 7D | +3.2% | +4.1% | -0.9% | +2.3% |
| 30D | -8.6% | -24.0% | +15.4% | -4.0% |
| 3M | -7.7% | -31.8% | +24.0% | -1.8% |
| 6M | -2.6% | -36.9% | +34.3% | +3.6% |
| YTD | +17.4% | +84.8% | -67.5% | -4.0% |
| 1Y | +16.9% | +99.0% | -82.1% | -6.7% |
| 3Y | +186.7% | +217.9% | -31.2% | +80.0% |
| All | +186.7% | +221.6% | -34.9% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling