+116.9%
JCI vs SIMO
+269.6%
-152.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +0.5% |
| 7D | +3.8% | +4.2% | -0.4% | +3.1% |
| 30D | -5.7% | +4.1% | -9.8% | -6.7% |
| 3M | -1.4% | -12.9% | +11.5% | -0.7% |
| 6M | +4.1% | +110.3% | -106.2% | -10.7% |
| YTD | +21.7% | +178.6% | -156.8% | -1.9% |
| 1Y | +36.1% | +220.0% | -183.9% | +6.3% |
| 3Y | +154.4% | +409.0% | -254.6% | +78.9% |
| All | +116.9% | +269.6% | -152.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling