+340.5%
JCI vs SPMO
+517.6%
-177.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.8% |
| 7D | +0.7% | -0.9% | +1.7% | +1.5% |
| 30D | -4.4% | -1.9% | -2.5% | -3.1% |
| 3M | +1.7% | -1.4% | +3.0% | +2.2% |
| 6M | +8.8% | +25.5% | -16.7% | -9.1% |
| YTD | +22.6% | +24.8% | -2.2% | +2.7% |
| 1Y | +36.2% | +24.5% | +11.7% | +14.3% |
| 3Y | +168.0% | +157.1% | +10.9% | +32.0% |
| 5Y | +113.5% | +149.5% | -36.0% | +7.5% |
| All | +340.5% | +517.6% | -177.1% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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