+110.3%
JCI vs SSNC
+15.9%
+94.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +4.1% | -3.9% | +8.0% | +5.8% |
| 30D | -3.8% | -0.2% | -3.7% | -4.0% |
| 3M | -1.6% | +15.9% | -17.6% | -9.0% |
| 6M | +9.5% | +7.5% | +2.1% | +4.8% |
| YTD | +21.7% | -8.2% | +29.9% | +26.1% |
| 1Y | +37.1% | -9.3% | +46.5% | +42.7% |
| 3Y | +165.2% | +48.5% | +116.7% | +101.5% |
| 5Y | +110.3% | +16.0% | +94.3% | +84.0% |
| All | +110.3% | +15.9% | +94.4% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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