+103.2%
JCI vs SPY
+72.2%
+31.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -5.9% | -0.6% | -5.3% | -5.3% |
| 30D | -10.4% | -3.7% | -6.7% | -6.5% |
| 3M | -6.1% | -2.7% | -3.3% | -3.0% |
| 6M | +1.7% | +2.2% | -0.5% | -0.2% |
| YTD | +18.9% | +10.8% | +8.0% | +7.0% |
| 1Y | +16.1% | +11.2% | +4.9% | +4.1% |
| 3Y | +187.8% | +76.5% | +111.3% | +61.9% |
| 5Y | +103.2% | +72.9% | +30.3% | +16.6% |
| All | +103.2% | +72.2% | +31.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling