+2,638.3%
JCI vs SPXS
-100.0%
+2,738.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +1.5% |
| 7D | +5.1% | -1.5% | +6.7% | +4.6% |
| 30D | -3.8% | +3.7% | -7.5% | -2.6% |
| 3M | +1.9% | -9.6% | +11.5% | -0.6% |
| 6M | +11.2% | -32.4% | +43.6% | -0.6% |
| YTD | +22.9% | -28.7% | +51.6% | +12.4% |
| 1Y | +37.4% | -38.1% | +75.5% | +20.7% |
| 3Y | +167.8% | -80.1% | +247.9% | +79.5% |
| 5Y | +115.0% | -85.9% | +200.9% | +49.8% |
| 10Y | +325.3% | -99.5% | +424.8% | +33.2% |
| All | +2,638.3% | -100.0% | +2,738.3% | +118.0% |
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