+114.4%
JCI vs SIRI
-41.5%
+155.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +0.7% | +0.6% | +0.2% | +0.7% |
| 30D | -4.4% | +2.5% | -6.9% | -4.7% |
| 3M | +1.7% | +6.6% | -4.9% | +0.7% |
| 6M | +8.8% | +32.9% | -24.1% | +5.0% |
| YTD | +22.6% | +50.5% | -27.8% | +16.5% |
| 1Y | +36.2% | +28.0% | +8.2% | +31.6% |
| 3Y | +168.0% | -22.4% | +190.4% | +164.3% |
| All | +114.4% | -41.5% | +155.9% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling