-78.0%
SE vs JCI
+95.9%
-173.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.5% |
| 7D | +2.0% | -9.4% | +11.4% | +8.0% |
| 30D | -20.0% | -13.4% | -6.6% | -13.3% |
| 3M | -31.8% | -12.4% | -19.4% | -27.0% |
| 6M | -15.9% | -5.1% | -10.7% | -16.3% |
| YTD | -40.6% | +13.7% | -54.4% | -49.1% |
| 1Y | -50.7% | +11.4% | -62.1% | -57.0% |
| 3Y | +70.3% | +175.9% | -105.6% | -36.1% |
| All | -78.0% | +95.9% | -173.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling