+2,336.4%
JCI vs SPG
+5,923.7%
-3,587.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.1% |
| 7D | -3.4% | +5.1% | -8.5% | -5.1% |
| 30D | -10.1% | +16.8% | -27.0% | -15.0% |
| 3M | -6.8% | +5.7% | -12.4% | -8.8% |
| 6M | +2.0% | +17.8% | -15.8% | -4.2% |
| YTD | +19.2% | +30.1% | -10.9% | +8.1% |
| 1Y | +16.7% | +32.8% | -16.0% | +5.2% |
| 3Y | +194.3% | +137.2% | +57.1% | +116.3% |
| 5Y | +103.0% | +81.5% | +21.6% | +61.7% |
| 10Y | +301.7% | +116.5% | +185.2% | +168.5% |
| All | +2,336.4% | +5,923.7% | -3,587.3% | +397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling