+36.1%
JCI vs SIRI
+28.3%
+7.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.0% |
| 7D | +3.8% | +1.6% | +2.3% | +3.8% |
| 30D | -5.7% | -4.7% | -1.0% | -5.5% |
| 3M | -1.4% | +5.3% | -6.7% | -2.1% |
| 6M | +4.1% | +30.5% | -26.4% | +0.5% |
| YTD | +21.7% | +49.6% | -27.9% | +14.6% |
| 1Y | +36.1% | +28.5% | +7.6% | +32.2% |
| All | +36.1% | +28.3% | +7.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling