+2,513.9%
JCI vs SPXS
-100.0%
+2,613.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -1.8% |
| 7D | +3.2% | -7.5% | +10.7% | +0.7% |
| 30D | -8.6% | +5.3% | -13.9% | -6.0% |
| 3M | -7.7% | +9.7% | -17.4% | -3.5% |
| 6M | -2.6% | -4.6% | +2.0% | -1.7% |
| YTD | +17.4% | -25.8% | +43.1% | +10.2% |
| 1Y | +16.9% | -28.8% | +45.7% | +8.6% |
| 3Y | +186.7% | -80.2% | +266.9% | +93.2% |
| 5Y | +95.4% | -83.2% | +178.6% | +45.3% |
| 10Y | +292.7% | -99.5% | +392.2% | +25.6% |
| All | +2,513.9% | -100.0% | +2,613.9% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling