+95.0%
JCI vs SUI
-26.4%
+121.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +3.2% | -1.5% | +4.7% | +3.6% |
| 30D | -8.6% | +3.7% | -12.3% | -10.0% |
| 3M | -7.7% | -0.4% | -7.4% | -8.2% |
| 6M | -2.6% | -2.8% | +0.2% | -2.7% |
| YTD | +17.4% | -1.6% | +19.0% | +16.4% |
| 1Y | +16.9% | -2.1% | +19.0% | +16.1% |
| 3Y | +186.7% | +18.5% | +168.3% | +156.6% |
| All | +95.0% | -26.4% | +121.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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