+95.0%
JCI vs SMTC
+26.3%
+68.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.5% |
| 7D | +3.2% | +11.0% | -7.8% | +0.9% |
| 30D | -8.6% | -28.5% | +19.9% | -3.3% |
| 3M | -7.7% | -14.2% | +6.5% | -6.4% |
| 6M | -2.6% | -18.0% | +15.4% | -1.7% |
| YTD | +17.4% | +55.5% | -38.1% | +4.3% |
| 1Y | +16.9% | +69.5% | -52.6% | +2.1% |
| 3Y | +186.7% | +699.7% | -512.9% | +66.0% |
| All | +95.0% | +26.3% | +68.7% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling