+68.4%
SAP vs JCI
+186.2%
-117.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.5% |
| 7D | +0.6% | +3.2% | -2.6% | +0.4% |
| 30D | +6.5% | -8.6% | +15.1% | +7.1% |
| 3M | +12.2% | -7.7% | +20.0% | +12.6% |
| 6M | +46.1% | -2.6% | +48.6% | +45.1% |
| YTD | -1.6% | +17.4% | -19.0% | -7.3% |
| 1Y | -5.1% | +16.9% | -22.0% | -10.6% |
| 3Y | +68.4% | +186.7% | -118.4% | +22.9% |
| All | +68.4% | +186.2% | -117.8% | +22.9% |
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