+371.9%
JCI vs SRE
+1,525.5%
-1,153.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | -5.7% | -0.7% | -4.9% | -5.5% |
| 3M | -1.4% | -6.3% | +4.9% | +0.8% |
| 6M | +4.1% | -10.7% | +14.8% | +8.4% |
| YTD | +21.7% | -3.5% | +25.2% | +22.7% |
| 1Y | +36.1% | +5.3% | +30.8% | +32.3% |
| 3Y | +154.4% | +31.8% | +122.6% | +122.0% |
| 5Y | +112.0% | +47.4% | +64.7% | +76.1% |
| 10Y | +322.2% | +120.6% | +201.7% | +190.8% |
| All | +371.9% | +1,525.5% | -1,153.7% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling