+167.8%
JCI vs SMTC
+556.3%
-388.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | -0.6% |
| 7D | +5.1% | +22.9% | -17.8% | +1.5% |
| 30D | -3.8% | +16.6% | -20.5% | -6.7% |
| 3M | +1.9% | +2.4% | -0.5% | 0.0% |
| 6M | +11.2% | +98.3% | -87.1% | -2.5% |
| YTD | +22.9% | +120.7% | -97.7% | +5.8% |
| 1Y | +37.4% | +168.3% | -130.9% | +14.1% |
| 3Y | +167.8% | +571.7% | -403.9% | +76.4% |
| All | +167.8% | +556.3% | -388.4% | +76.4% |
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