+115.0%
JCI vs SPG
+106.4%
+8.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | -3.8% | -4.9% | +1.1% | -1.4% |
| 3M | +1.9% | +3.3% | -1.4% | -0.5% |
| 6M | +11.2% | +11.2% | 0.0% | +4.2% |
| YTD | +22.9% | +17.1% | +5.9% | +12.1% |
| 1Y | +37.4% | +21.6% | +15.8% | +22.3% |
| 3Y | +167.8% | +111.9% | +56.0% | +73.7% |
| 5Y | +115.0% | +106.9% | +8.1% | +31.0% |
| All | +115.0% | +106.4% | +8.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling