+36.1%
JCI vs SYY
+1.0%
+35.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.1% |
| 30D | -5.7% | -4.9% | -0.7% | -5.0% |
| 3M | -1.4% | +8.4% | -9.8% | -3.2% |
| 6M | +4.1% | -7.4% | +11.5% | +4.4% |
| YTD | +21.7% | +11.0% | +10.8% | +21.2% |
| 1Y | +36.1% | -0.2% | +36.4% | +35.1% |
| All | +36.1% | +1.0% | +35.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling