+2,442.0%
JCI vs SUI
+4,037.5%
-1,595.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | -2.8% | +6.7% | +4.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.4% |
| 3M | -1.4% | -1.7% | +0.3% | -1.3% |
| 6M | +4.1% | -10.5% | +14.6% | +7.5% |
| YTD | +21.7% | -1.8% | +23.6% | +21.5% |
| 1Y | +36.1% | -4.1% | +40.2% | +36.7% |
| 3Y | +154.4% | +11.3% | +143.2% | +138.2% |
| 5Y | +112.0% | -32.1% | +144.1% | +132.7% |
| 10Y | +322.2% | +110.4% | +211.8% | +207.1% |
| All | +2,442.0% | +4,037.5% | -1,595.5% | +704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling