+2,388.9%
JCI vs SPG
+5,256.9%
-2,868.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +3.8% | -2.4% | +6.2% | +4.7% |
| 30D | -5.7% | -6.8% | +1.2% | -3.4% |
| 3M | -1.4% | +2.7% | -4.1% | -2.6% |
| 6M | +4.1% | +5.5% | -1.3% | +1.8% |
| YTD | +21.7% | +15.7% | +6.0% | +15.3% |
| 1Y | +36.1% | +20.9% | +15.3% | +26.7% |
| 3Y | +154.4% | +112.4% | +42.0% | +94.6% |
| 5Y | +112.0% | +101.4% | +10.7% | +63.7% |
| 10Y | +322.2% | +60.6% | +261.6% | +212.8% |
| All | +2,388.9% | +5,256.9% | -2,868.0% | +430.1% |
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