+36.1%
JCI vs SPXS
-40.2%
+76.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.4% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.7% | +0.8% | -6.5% | -5.3% |
| 3M | -1.4% | -4.7% | +3.3% | -2.3% |
| 6M | +4.1% | -29.6% | +33.8% | -6.3% |
| YTD | +21.7% | -29.8% | +51.6% | +9.4% |
| 1Y | +36.1% | -38.9% | +75.1% | +16.3% |
| All | +36.1% | -40.2% | +76.4% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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