+340.5%
JCI vs SYY
+116.5%
+224.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | +0.7% | +3.9% | -3.2% | -0.7% |
| 30D | -4.4% | -1.7% | -2.7% | -3.9% |
| 3M | +1.7% | +5.2% | -3.5% | -0.6% |
| 6M | +8.8% | -0.2% | +9.0% | +7.8% |
| YTD | +22.6% | +15.4% | +7.3% | +14.5% |
| 1Y | +36.2% | +5.6% | +30.6% | +31.3% |
| 3Y | +168.0% | +28.9% | +139.1% | +135.3% |
| 5Y | +113.5% | +24.1% | +89.4% | +89.3% |
| All | +340.5% | +116.5% | +224.0% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling