+341.0%
JCI vs SPG
+59.6%
+281.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.1% |
| 7D | +4.1% | -1.7% | +5.7% | +4.7% |
| 30D | -3.8% | -6.3% | +2.4% | -1.7% |
| 3M | -1.6% | -2.4% | +0.8% | -1.2% |
| 6M | +9.5% | +9.6% | -0.1% | +5.6% |
| YTD | +21.7% | +14.2% | +7.5% | +15.6% |
| 1Y | +37.1% | +19.3% | +17.8% | +28.0% |
| 3Y | +165.2% | +106.7% | +58.5% | +104.4% |
| 5Y | +110.3% | +104.2% | +6.1% | +61.0% |
| 10Y | +341.0% | +63.7% | +277.3% | +233.0% |
| All | +341.0% | +59.6% | +281.4% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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