+568.6%
SE vs JCI
+323.6%
+245.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.5% |
| 7D | -3.6% | +4.1% | -7.7% | -5.8% |
| 30D | -5.3% | -3.8% | -1.5% | -3.2% |
| 3M | +28.1% | -1.6% | +29.7% | +28.1% |
| 6M | +20.7% | +9.5% | +11.1% | +11.9% |
| YTD | -14.8% | +21.7% | -36.5% | -26.2% |
| 1Y | -43.6% | +37.1% | -80.7% | -54.9% |
| 3Y | +184.2% | +165.2% | +19.0% | +46.5% |
| 5Y | -66.3% | +110.3% | -176.6% | -80.3% |
| All | +568.6% | +323.6% | +245.0% | +172.0% |
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