+2,307.7%
JCI vs SYY
+4,458.5%
-2,150.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +3.8% | -2.3% | +6.1% | +4.7% |
| 30D | -5.7% | -4.9% | -0.7% | -4.0% |
| 3M | -1.4% | +8.4% | -9.8% | -4.5% |
| 6M | +4.1% | -7.4% | +11.5% | +6.0% |
| YTD | +21.7% | +11.0% | +10.8% | +16.0% |
| 1Y | +36.1% | -0.2% | +36.4% | +34.3% |
| 3Y | +154.4% | +23.8% | +130.7% | +130.0% |
| 5Y | +112.0% | +18.1% | +93.9% | +93.9% |
| 10Y | +322.2% | +94.6% | +227.6% | +206.3% |
| All | +2,307.7% | +4,458.5% | -2,150.8% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling