+176.2%
SAP vs JCI
+328.4%
-152.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | -0.3% | +5.1% | -5.4% | -1.9% |
| 30D | +2.6% | -3.8% | +6.4% | +3.8% |
| 3M | +16.3% | +1.9% | +14.4% | +14.5% |
| 6M | +6.4% | +11.2% | -4.8% | +0.5% |
| YTD | -11.4% | +22.9% | -34.4% | -20.1% |
| 1Y | -20.4% | +37.4% | -57.8% | -31.6% |
| 3Y | +56.5% | +167.8% | -111.3% | -0.6% |
| 5Y | +56.8% | +115.0% | -58.3% | +6.6% |
| 10Y | +176.2% | +325.3% | -149.1% | +35.3% |
| All | +176.2% | +328.4% | -152.2% | +35.3% |
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