+36.1%
JCI vs SN
+46.4%
-10.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +3.8% | -9.3% | +13.2% | +5.7% |
| 30D | -5.7% | -4.8% | -0.9% | -5.0% |
| 3M | -1.4% | +40.4% | -41.8% | -9.2% |
| 6M | +4.1% | +50.9% | -46.8% | -6.8% |
| YTD | +21.7% | +54.9% | -33.2% | +8.6% |
| 1Y | +36.1% | +43.0% | -6.9% | +18.8% |
| All | +36.1% | +46.4% | -10.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling