+2,221.0%
JCI vs SMTC
+48,791.7%
-46,570.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.7% |
| 7D | +3.2% | +11.0% | -7.8% | +1.7% |
| 30D | -8.6% | -28.5% | +19.9% | -5.0% |
| 3M | -7.7% | -14.2% | +6.5% | -6.8% |
| 6M | -2.6% | -18.0% | +15.4% | -1.9% |
| YTD | +17.4% | +55.5% | -38.1% | +8.2% |
| 1Y | +16.9% | +69.5% | -52.6% | +6.5% |
| 3Y | +186.7% | +699.7% | -512.9% | +104.5% |
| 5Y | +95.4% | +27.4% | +68.0% | +69.1% |
| 10Y | +292.7% | +335.7% | -43.0% | +187.0% |
| All | +2,221.0% | +48,791.7% | -46,570.7% | +1,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling