+589.4%
SE vs JCI
+323.7%
+265.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -2.0% |
| 7D | -6.1% | +3.8% | -9.9% | -8.1% |
| 30D | -2.5% | -5.7% | +3.2% | +0.7% |
| 3M | +21.7% | -1.4% | +23.1% | +21.5% |
| 6M | +27.0% | +4.1% | +22.9% | +21.3% |
| YTD | -12.1% | +21.7% | -33.9% | -23.9% |
| 1Y | -40.9% | +36.1% | -77.1% | -52.6% |
| 3Y | +191.0% | +154.4% | +36.6% | +54.0% |
| 5Y | -68.3% | +112.0% | -180.3% | -81.5% |
| All | +589.4% | +323.7% | +265.7% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling