+1,599.7%
JCI vs SPXU
-100.0%
+1,699.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.3% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -5.7% | +0.8% | -6.5% | -5.4% |
| 3M | -1.4% | -4.7% | +3.3% | -1.9% |
| 6M | +4.1% | -29.6% | +33.8% | -5.3% |
| YTD | +21.7% | -29.9% | +51.6% | +10.9% |
| 1Y | +36.1% | -39.1% | +75.2% | +19.3% |
| 3Y | +154.4% | -80.0% | +234.4% | +72.7% |
| 5Y | +112.0% | -86.0% | +198.1% | +48.6% |
| 10Y | +322.2% | -99.5% | +421.8% | +37.9% |
| All | +1,599.7% | -100.0% | +1,699.7% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling