+186.7%
JCI vs SN
+440.0%
-253.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.9% |
| 7D | +3.2% | +1.5% | +1.6% | +2.8% |
| 30D | -8.6% | +21.5% | -30.1% | -13.0% |
| 3M | -7.7% | +20.0% | -27.8% | -12.2% |
| 6M | -2.6% | +119.9% | -122.5% | -21.4% |
| YTD | +17.4% | +102.3% | -85.0% | -3.9% |
| 1Y | +16.9% | +148.0% | -131.1% | -9.6% |
| 3Y | +186.7% | +450.0% | -263.3% | +74.5% |
| All | +186.7% | +440.0% | -253.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling