+2,908.4%
JCI vs SM
+1,360.8%
+1,547.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.8% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | -6.9% | -17.3% | +10.4% | -4.8% |
| 3M | -6.3% | -3.6% | -2.7% | -6.3% |
| 6M | +2.6% | +2.9% | -0.3% | +1.0% |
| YTD | +21.8% | +70.2% | -48.4% | +11.4% |
| 1Y | +19.6% | +66.5% | -46.9% | +9.5% |
| 3Y | +194.9% | -8.2% | +203.1% | +185.5% |
| 5Y | +108.1% | -1.5% | +109.6% | +92.8% |
| 10Y | +307.6% | +11.9% | +295.7% | +176.4% |
| All | +2,908.4% | +1,360.8% | +1,547.6% | +1,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling