+340.5%
JCI vs SPXU
-99.6%
+440.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +1.4% |
| 7D | +0.7% | +2.5% | -1.7% | +1.6% |
| 30D | -4.4% | +4.2% | -8.6% | -3.0% |
| 3M | +1.7% | -9.3% | +10.9% | -0.8% |
| 6M | +8.8% | -30.7% | +39.5% | -1.7% |
| YTD | +22.6% | -28.1% | +50.8% | +12.6% |
| 1Y | +36.2% | -35.2% | +71.5% | +21.7% |
| 3Y | +168.0% | -79.9% | +247.9% | +82.0% |
| 5Y | +113.5% | -86.4% | +199.8% | +48.3% |
| All | +340.5% | -99.6% | +440.0% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling