+36.2%
JCI vs SPMO
+24.6%
+11.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +0.7% | -0.9% | +1.7% | +1.4% |
| 30D | -4.4% | -1.9% | -2.5% | -3.2% |
| 3M | +1.7% | -1.4% | +3.0% | +2.4% |
| 6M | +8.8% | +25.5% | -16.7% | -9.8% |
| YTD | +22.6% | +24.8% | -2.2% | +1.8% |
| 1Y | +36.2% | +24.5% | +11.7% | +12.7% |
| All | +36.2% | +24.6% | +11.6% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling