+95.0%
JCI vs SYY
+15.0%
+80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | -8.6% | -4.8% | -3.8% | -7.5% |
| 3M | -7.7% | -7.1% | -0.7% | -6.0% |
| 6M | -2.6% | +6.8% | -9.4% | -6.5% |
| YTD | +17.4% | +7.7% | +9.7% | +11.0% |
| 1Y | +16.9% | +5.7% | +11.2% | +11.4% |
| 3Y | +186.7% | +24.6% | +162.2% | +145.0% |
| All | +95.0% | +15.0% | +80.0% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling