+295.3%
JCI vs SITM
+4,507.3%
-4,212.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | +5.1% | +8.4% | -3.2% | +3.9% |
| 30D | -3.8% | -17.4% | +13.6% | -1.4% |
| 3M | +1.9% | -9.8% | +11.7% | +2.0% |
| 6M | +11.2% | +83.0% | -71.8% | -0.6% |
| YTD | +22.9% | +69.6% | -46.6% | +10.5% |
| 1Y | +37.4% | +144.9% | -107.5% | +16.0% |
| 3Y | +167.8% | +429.9% | -262.0% | +93.3% |
| 5Y | +115.0% | +169.2% | -54.1% | +57.1% |
| All | +295.3% | +4,507.3% | -4,212.0% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling