+222.9%
SAP vs JCI
+303.0%
-80.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +0.2% |
| 7D | +1.6% | -3.4% | +5.0% | +2.4% |
| 30D | +10.5% | -10.1% | +20.7% | +13.5% |
| 3M | +15.2% | -6.8% | +21.9% | +16.4% |
| 6M | +36.7% | +2.0% | +34.7% | +32.3% |
| YTD | -0.6% | +19.2% | -19.7% | -10.5% |
| 1Y | -4.1% | +16.7% | -20.9% | -13.0% |
| 3Y | +73.2% | +194.3% | -121.1% | +3.8% |
| 5Y | +74.1% | +103.0% | -28.9% | +19.3% |
| 10Y | +222.9% | +301.7% | -78.8% | +54.1% |
| All | +222.9% | +303.0% | -80.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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