+2,843.5%
JCI vs SM
+1,264.2%
+1,579.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.7% | +7.5% | +5.1% |
| 7D | -3.4% | -22.3% | +18.9% | -0.3% |
| 30D | -10.1% | -21.4% | +11.2% | -7.5% |
| 3M | -6.8% | +1.4% | -8.1% | -7.5% |
| 6M | +2.0% | +0.1% | +1.9% | +0.7% |
| YTD | +19.2% | +59.0% | -39.8% | +9.9% |
| 1Y | +16.7% | +64.3% | -47.6% | +7.0% |
| 3Y | +194.3% | -13.1% | +207.5% | +186.9% |
| 5Y | +103.0% | -13.9% | +116.9% | +91.2% |
| 10Y | +301.7% | +1.7% | +300.1% | +176.0% |
| All | +2,843.5% | +1,264.2% | +1,579.3% | +1,025.9% |
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 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