+115.0%
JCI vs SMTC
+110.0%
+5.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | -0.8% |
| 7D | +5.1% | +22.9% | -17.8% | +1.1% |
| 30D | -3.8% | +16.6% | -20.5% | -7.1% |
| 3M | +1.9% | +2.4% | -0.5% | -0.2% |
| 6M | +11.2% | +98.3% | -87.1% | -4.3% |
| YTD | +22.9% | +120.7% | -97.7% | +3.4% |
| 1Y | +37.4% | +168.3% | -130.9% | +10.9% |
| 3Y | +167.8% | +571.7% | -403.9% | +63.1% |
| 5Y | +115.0% | +114.0% | +1.0% | +70.1% |
| All | +115.0% | +110.0% | +5.0% | +70.1% |
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