+288.2%
JCI vs SM
+4.2%
+284.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -5.9% | -19.5% | +13.6% | -3.9% |
| 30D | -10.4% | -20.2% | +9.9% | -8.5% |
| 3M | -6.1% | -6.5% | +0.4% | -5.8% |
| 6M | +1.7% | +1.6% | +0.2% | +0.6% |
| YTD | +18.9% | +61.2% | -42.4% | +11.4% |
| 1Y | +16.1% | +65.4% | -49.2% | +8.4% |
| 3Y | +187.8% | -13.0% | +200.9% | +182.2% |
| 5Y | +103.2% | -4.3% | +107.5% | +92.8% |
| 10Y | +288.2% | +3.0% | +285.2% | +182.9% |
| All | +288.2% | +4.2% | +284.0% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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