+193.4%
JCI vs SMTC
+732.3%
-539.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.6% |
| 7D | +8.4% | +30.5% | -22.0% | +3.0% |
| 30D | -8.9% | -30.9% | +22.0% | -3.5% |
| 3M | -6.4% | -14.7% | +8.2% | -5.1% |
| 6M | +1.6% | -9.6% | +11.2% | +1.0% |
| YTD | +20.1% | +62.1% | -42.0% | +7.9% |
| 1Y | +17.2% | +66.6% | -49.4% | +4.7% |
| All | +193.4% | +732.3% | -539.0% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling