+448.5%
JCI vs SPMO
+575.0%
-126.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +4.1% | +2.7% | +1.4% | +2.1% |
| 30D | -3.8% | +1.1% | -4.9% | -4.6% |
| 3M | -1.6% | +2.0% | -3.7% | -3.5% |
| 6M | +9.5% | +26.5% | -17.0% | -8.7% |
| YTD | +21.7% | +26.5% | -4.8% | +1.4% |
| 1Y | +37.1% | +27.9% | +9.2% | +13.2% |
| 3Y | +165.2% | +160.4% | +4.8% | +31.8% |
| 5Y | +110.3% | +151.5% | -41.2% | +7.0% |
| 10Y | +341.0% | +526.3% | -185.3% | +43.4% |
| All | +448.5% | +575.0% | -126.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling