+115.0%
JCI vs SM
+111.2%
+3.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | +5.1% | -0.2% | +5.3% | +5.1% |
| 30D | -3.8% | +31.5% | -35.4% | -7.3% |
| 3M | +1.9% | +17.3% | -15.4% | -0.8% |
| 6M | +11.2% | +48.5% | -37.3% | +3.7% |
| YTD | +22.9% | +106.3% | -83.3% | +8.5% |
| 1Y | +37.4% | +47.3% | -9.9% | +27.3% |
| 3Y | +167.8% | -1.4% | +169.3% | +156.1% |
| 5Y | +115.0% | +114.0% | +1.0% | +80.4% |
| All | +115.0% | +111.2% | +3.8% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling