+168.0%
JCI vs SITM
+452.7%
-284.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.3% |
| 7D | +0.7% | +3.9% | -3.1% | +0.1% |
| 30D | -4.4% | -6.6% | +2.2% | -3.6% |
| 3M | +1.7% | -11.9% | +13.5% | +2.3% |
| 6M | +8.8% | +81.1% | -72.3% | -4.6% |
| YTD | +22.6% | +80.0% | -57.3% | +6.8% |
| 1Y | +36.2% | +145.8% | -109.6% | +11.1% |
| 3Y | +168.0% | +475.9% | -307.9% | +83.1% |
| All | +168.0% | +452.7% | -284.6% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling