+341.0%
JCI vs SMTC
+504.7%
-163.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +4.1% | +22.5% | -18.4% | -0.2% |
| 30D | -3.8% | +24.9% | -28.7% | -8.7% |
| 3M | -1.6% | +4.1% | -5.7% | -4.2% |
| 6M | +9.5% | +92.6% | -83.0% | -7.1% |
| YTD | +21.7% | +122.5% | -100.7% | -0.2% |
| 1Y | +37.1% | +166.2% | -129.1% | +7.6% |
| 3Y | +165.2% | +577.2% | -412.0% | +50.7% |
| 5Y | +110.3% | +119.0% | -8.7% | +51.0% |
| 10Y | +341.0% | +527.9% | -186.9% | +131.5% |
| All | +341.0% | +504.7% | -163.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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