+2,537.1%
JCI vs SPY
+3,091.8%
-554.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -5.7% | +0.1% | -5.7% | -5.8% |
| 3M | -1.4% | +2.0% | -3.4% | -3.2% |
| 6M | +4.1% | +13.0% | -8.9% | -7.6% |
| YTD | +21.7% | +13.5% | +8.2% | +7.4% |
| 1Y | +36.1% | +20.0% | +16.2% | +13.7% |
| 3Y | +154.4% | +77.2% | +77.2% | +45.8% |
| 5Y | +112.0% | +81.9% | +30.2% | +18.5% |
| 10Y | +322.2% | +314.1% | +8.2% | +4.3% |
| All | +2,537.1% | +3,091.8% | -554.7% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling