+95.0%
JCI vs SPXS
-83.0%
+178.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -1.8% |
| 7D | +3.2% | -7.5% | +10.7% | +0.6% |
| 30D | -8.6% | +5.3% | -13.9% | -5.9% |
| 3M | -7.7% | +9.7% | -17.4% | -3.3% |
| 6M | -2.6% | -4.6% | +2.0% | -1.7% |
| YTD | +17.4% | -25.8% | +43.1% | +9.8% |
| 1Y | +16.9% | -28.8% | +45.7% | +8.1% |
| 3Y | +186.7% | -80.2% | +266.9% | +91.0% |
| All | +95.0% | -83.0% | +178.1% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling