+293.5%
JCI vs SRE
+127.7%
+165.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +3.2% | +1.8% | +1.4% | +2.5% |
| 30D | -8.6% | -3.0% | -5.6% | -7.5% |
| 3M | -7.7% | -7.3% | -0.5% | -5.1% |
| 6M | -2.6% | -11.9% | +9.3% | +2.2% |
| YTD | +17.4% | -7.9% | +25.2% | +20.5% |
| 1Y | +16.9% | -11.1% | +28.1% | +21.8% |
| 3Y | +186.7% | +24.8% | +161.9% | +151.6% |
| 5Y | +95.4% | +52.4% | +43.0% | +57.0% |
| All | +293.5% | +127.7% | +165.9% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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