+166.0%
JCI vs SRE
+30.8%
+135.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +4.1% | +1.5% | +2.6% | +3.6% |
| 30D | -3.8% | +0.8% | -4.7% | -4.2% |
| 3M | -1.6% | -5.8% | +4.1% | 0.0% |
| 6M | +9.5% | -7.8% | +17.3% | +12.1% |
| YTD | +21.7% | -2.4% | +24.1% | +22.0% |
| 1Y | +37.1% | +8.9% | +28.2% | +32.1% |
| All | +166.0% | +30.8% | +135.2% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling