+293.5%
JCI vs SM
+18.0%
+275.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +3.2% | +9.4% | -6.2% | +2.2% |
| 30D | -8.6% | -14.4% | +5.8% | -7.4% |
| 3M | -7.7% | +1.6% | -9.3% | -8.3% |
| 6M | -2.6% | +6.3% | -8.9% | -4.0% |
| YTD | +17.4% | +78.8% | -61.4% | +8.9% |
| 1Y | +16.9% | +83.1% | -66.2% | +8.1% |
| 3Y | +186.7% | -5.9% | +192.7% | +178.9% |
| 5Y | +95.4% | +4.8% | +90.6% | +83.7% |
| All | +293.5% | +18.0% | +275.5% | +183.6% |
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