+108.8%
JCI vs SPYG
+82.6%
+26.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -0.8% |
| 7D | +0.4% | -1.8% | +2.2% | +1.9% |
| 30D | -7.7% | -1.9% | -5.8% | -6.3% |
| 3M | +2.8% | +5.2% | -2.4% | -1.3% |
| 6M | +7.2% | +15.6% | -8.3% | -4.6% |
| YTD | +20.0% | +12.4% | +7.5% | +8.8% |
| 1Y | +33.3% | +17.5% | +15.8% | +16.5% |
| 3Y | +161.3% | +98.1% | +63.2% | +51.4% |
| 5Y | +108.8% | +84.9% | +23.9% | +22.9% |
| All | +108.8% | +82.6% | +26.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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