+166.0%
JCI vs SYY
+26.6%
+139.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | -3.8% | -2.7% | -1.1% | -3.3% |
| 3M | -1.6% | +5.9% | -7.5% | -3.2% |
| 6M | +9.5% | -2.3% | +11.9% | +9.4% |
| YTD | +21.7% | +13.1% | +8.6% | +17.4% |
| 1Y | +37.1% | +3.8% | +33.4% | +35.1% |
| All | +166.0% | +26.6% | +139.4% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling