+108.8%
JCI vs SPXU
-85.5%
+194.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -0.8% |
| 7D | +0.4% | +6.4% | -5.9% | +2.7% |
| 30D | -7.7% | +5.9% | -13.7% | -5.7% |
| 3M | +2.8% | -11.7% | +14.4% | -0.9% |
| 6M | +7.2% | -28.7% | +35.9% | -2.9% |
| YTD | +20.0% | -26.4% | +46.3% | +10.3% |
| 1Y | +33.3% | -35.2% | +68.5% | +18.0% |
| 3Y | +161.3% | -79.8% | +241.1% | +73.3% |
| 5Y | +108.8% | -86.1% | +194.8% | +40.4% |
| All | +108.8% | -85.5% | +194.3% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling