-4.1%
SAP vs JCI
+16.3%
-20.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +3.1% |
| 7D | +1.6% | -3.4% | +5.0% | +0.8% |
| 30D | +10.5% | -10.1% | +20.7% | +7.5% |
| 3M | +15.2% | -6.8% | +21.9% | +13.7% |
| 6M | +36.7% | +2.0% | +34.7% | +39.4% |
| YTD | -0.6% | +19.2% | -19.7% | +4.6% |
| All | -4.1% | +16.3% | -20.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling