+363.5%
SE vs JCI
+308.4%
+55.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.4% |
| 7D | -0.5% | +3.2% | -3.7% | -2.3% |
| 30D | -20.9% | -8.6% | -12.3% | -17.7% |
| 3M | -38.9% | -7.7% | -31.1% | -37.1% |
| 6M | -19.4% | -2.6% | -16.8% | -20.7% |
| YTD | -40.9% | +17.4% | -58.3% | -48.5% |
| 1Y | -46.2% | +16.9% | -63.1% | -53.0% |
| 3Y | +63.7% | +186.7% | -123.0% | -21.1% |
| 5Y | -77.9% | +95.4% | -173.3% | -86.8% |
| All | +363.5% | +308.4% | +55.1% | +89.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling