+307.6%
JCI vs SPY
+311.8%
-4.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.1% |
| 7D | +2.9% | -0.9% | +3.8% | +4.0% |
| 30D | -6.9% | -2.4% | -4.6% | -4.5% |
| 3M | -6.3% | -1.2% | -5.1% | -4.9% |
| 6M | +2.6% | +3.3% | -0.7% | -0.3% |
| YTD | +21.8% | +12.3% | +9.5% | +8.9% |
| 1Y | +19.6% | +12.4% | +7.2% | +6.8% |
| 3Y | +194.9% | +78.8% | +116.1% | +68.2% |
| 5Y | +108.1% | +75.2% | +33.0% | +21.0% |
| 10Y | +307.6% | +311.1% | -3.5% | +1.3% |
| All | +307.6% | +311.8% | -4.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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