+2,233.8%
SAP vs JCI
+1,818.2%
+415.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.4% |
| 7D | -2.9% | +3.8% | -6.7% | -4.0% |
| 30D | +9.0% | -5.7% | +14.7% | +10.7% |
| 3M | +14.9% | -1.4% | +16.3% | +14.6% |
| 6M | +11.9% | +4.1% | +7.8% | +8.9% |
| YTD | -9.9% | +21.7% | -31.6% | -16.8% |
| 1Y | -19.5% | +36.1% | -55.7% | -28.4% |
| 3Y | +61.8% | +154.4% | -92.6% | +17.1% |
| 5Y | +56.2% | +112.0% | -55.9% | +18.2% |
| 10Y | +180.6% | +322.2% | -141.6% | +68.5% |
| All | +2,233.8% | +1,818.2% | +415.6% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling