-43.6%
SE vs JCI
+36.6%
-80.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -3.6% | +4.1% | -7.7% | -4.1% |
| 30D | -5.3% | -3.8% | -1.5% | -4.8% |
| 3M | +28.1% | -1.6% | +29.7% | +28.2% |
| 6M | +20.7% | +9.5% | +11.1% | +17.3% |
| YTD | -14.8% | +21.7% | -36.5% | -16.5% |
| 1Y | -43.6% | +37.1% | -80.7% | -44.4% |
| All | -43.6% | +36.6% | -80.2% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling