+2,381.9%
JCI vs SUI
+4,072.7%
-1,690.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -5.9% | +3.4% | -9.3% | -7.1% |
| 30D | -10.4% | +4.6% | -15.0% | -12.2% |
| 3M | -6.1% | +1.6% | -7.7% | -7.3% |
| 6M | +1.7% | -3.5% | +5.2% | +1.6% |
| YTD | +18.9% | -1.0% | +19.9% | +17.5% |
| 1Y | +16.1% | -1.7% | +17.9% | +15.0% |
| 3Y | +187.8% | +18.4% | +169.5% | +162.4% |
| 5Y | +103.2% | -26.3% | +129.6% | +115.5% |
| 10Y | +288.2% | +123.3% | +164.9% | +175.3% |
| All | +2,381.9% | +4,072.7% | -1,690.8% | +677.9% |
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