+2,446.5%
JCI vs SIRI
-18.6%
+2,465.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +4.1% | -3.9% | +8.0% | +4.4% |
| 30D | -3.8% | -0.8% | -3.0% | -3.8% |
| 3M | -1.6% | +4.3% | -6.0% | -2.1% |
| 6M | +9.5% | +34.1% | -24.5% | +6.8% |
| YTD | +21.7% | +47.3% | -25.6% | +17.7% |
| 1Y | +37.1% | +22.9% | +14.2% | +34.3% |
| 3Y | +165.2% | -24.6% | +189.7% | +165.4% |
| 5Y | +110.3% | -43.2% | +153.5% | +112.4% |
| 10Y | +341.0% | -12.3% | +353.3% | +330.4% |
| All | +2,446.5% | -18.6% | +2,465.1% | +2,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling