+114.1%
JCI vs SN
+681.9%
-567.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.8% | +4.2% |
| 7D | -3.4% | +7.6% | -11.1% | -4.9% |
| 30D | -10.1% | +24.1% | -34.2% | -14.3% |
| 3M | -6.8% | +23.7% | -30.5% | -11.3% |
| 6M | +2.0% | +105.5% | -103.5% | -13.9% |
| YTD | +19.2% | +105.1% | -85.9% | +0.1% |
| 1Y | +16.7% | +148.3% | -131.5% | -6.3% |
| 3Y | +194.3% | +438.7% | -244.3% | +105.1% |
| All | +114.1% | +681.9% | -567.8% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling