+103.0%
JCI vs SPG
+81.6%
+21.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.8% |
| 7D | -3.4% | +5.1% | -8.5% | -5.8% |
| 30D | -10.1% | +16.8% | -27.0% | -17.2% |
| 3M | -6.8% | +5.7% | -12.4% | -9.6% |
| 6M | +2.0% | +17.8% | -15.8% | -7.4% |
| YTD | +19.2% | +30.1% | -10.9% | +2.4% |
| 1Y | +16.7% | +32.8% | -16.0% | -0.9% |
| 3Y | +194.3% | +137.2% | +57.1% | +77.1% |
| 5Y | +103.0% | +81.5% | +21.6% | +31.2% |
| All | +103.0% | +81.6% | +21.4% | +31.2% |
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