+294.3%
JCI vs SITM
+4,789.7%
-4,495.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.5% |
| 7D | +0.7% | +3.9% | -3.1% | +0.2% |
| 30D | -4.4% | -6.6% | +2.2% | -3.7% |
| 3M | +1.7% | -11.9% | +13.5% | +2.2% |
| 6M | +8.8% | +81.1% | -72.3% | -2.5% |
| YTD | +22.6% | +80.0% | -57.3% | +9.3% |
| 1Y | +36.2% | +145.8% | -109.6% | +15.0% |
| 3Y | +168.0% | +475.9% | -307.9% | +91.3% |
| 5Y | +113.5% | +189.2% | -75.8% | +54.4% |
| All | +294.3% | +4,789.7% | -4,495.3% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling