+75.1%
SAP vs JCI
+174.6%
-99.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.3% |
| 7D | -0.7% | -9.4% | +8.7% | -0.1% |
| 30D | +11.1% | -13.4% | +24.5% | +12.1% |
| 3M | +17.0% | -12.4% | +29.4% | +18.0% |
| 6M | +34.8% | -5.1% | +40.0% | +34.1% |
| YTD | -2.2% | +13.7% | -16.0% | -7.7% |
| 1Y | -6.4% | +11.4% | -17.9% | -11.2% |
| 3Y | +75.1% | +175.9% | -100.7% | +27.3% |
| All | +75.1% | +174.6% | -99.5% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling