+70.3%
SE vs JCI
+174.6%
-104.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.8% |
| 7D | +2.0% | -9.4% | +11.4% | +5.3% |
| 30D | -20.0% | -13.4% | -6.6% | -16.2% |
| 3M | -31.8% | -12.4% | -19.4% | -28.9% |
| 6M | -15.9% | -5.1% | -10.7% | -15.8% |
| YTD | -40.6% | +13.7% | -54.4% | -45.7% |
| 1Y | -50.7% | +11.4% | -62.1% | -54.4% |
| 3Y | +70.3% | +175.9% | -105.6% | +50.7% |
| All | +70.3% | +174.6% | -104.3% | +50.7% |
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 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