+27.7%
JCI vs SITM
+47.5%
-19.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.4% | +3.1% | -4.6% |
| 7D | -10.7% | -19.5% | +8.8% | -7.3% |
| 30D | -10.4% | -43.2% | +32.8% | -2.2% |
| 3M | -8.3% | -30.8% | +22.6% | -3.4% |
| 6M | -2.1% | -28.6% | +26.4% | +1.3% |
| YTD | +18.4% | +14.2% | +4.2% | +12.4% |
| 1Y | +27.7% | +44.4% | -16.7% | +19.1% |
| All | +27.7% | +47.5% | -19.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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