+56.5%
SAP vs JCI
+169.7%
-113.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -0.3% | +5.1% | -5.4% | -0.9% |
| 30D | +2.6% | -3.8% | +6.4% | +3.0% |
| 3M | +16.3% | +1.9% | +14.4% | +15.6% |
| 6M | +6.4% | +11.2% | -4.8% | +3.3% |
| YTD | -11.4% | +22.9% | -34.4% | -16.8% |
| 1Y | -20.4% | +37.4% | -57.8% | -27.9% |
| 3Y | +56.5% | +167.8% | -111.3% | +14.3% |
| All | +56.5% | +169.7% | -113.2% | +14.3% |
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