+2,941.1%
SHOP vs JCI
+338.7%
+2,602.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.7% |
| 7D | -13.2% | +0.4% | -13.6% | -13.5% |
| 30D | -17.0% | -7.7% | -9.3% | -13.3% |
| 3M | +17.0% | +2.8% | +14.2% | +13.6% |
| 6M | -2.1% | +7.2% | -9.4% | -9.2% |
| YTD | -21.4% | +20.0% | -41.3% | -32.9% |
| 1Y | -11.0% | +33.3% | -44.2% | -29.3% |
| 3Y | +100.9% | +161.3% | -60.4% | +4.8% |
| 5Y | -14.7% | +108.8% | -123.5% | -50.5% |
| All | +2,941.1% | +338.7% | +2,602.4% | +1,137.7% |
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 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