+185.8%
JCI vs SPYG
+561.6%
-375.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | +5.1% | +1.2% | +3.9% | +4.1% |
| 30D | -3.8% | -1.6% | -2.3% | -2.7% |
| 3M | +1.9% | +3.4% | -1.5% | -0.9% |
| 6M | +11.2% | +18.9% | -7.7% | -3.7% |
| YTD | +22.9% | +13.8% | +9.2% | +10.1% |
| 1Y | +37.4% | +20.6% | +16.8% | +17.1% |
| 3Y | +167.8% | +100.5% | +67.3% | +49.9% |
| 5Y | +115.0% | +84.6% | +30.4% | +27.1% |
| 10Y | +325.3% | +410.8% | -85.5% | +4.5% |
| All | +185.8% | +561.6% | -375.9% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling