+3,781.0%
SHOP vs JCI
+291.9%
+3,489.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.5% |
| 7D | -1.2% | +3.2% | -4.4% | -3.0% |
| 30D | -14.7% | -8.6% | -6.1% | -11.0% |
| 3M | -7.2% | -7.7% | +0.5% | -4.3% |
| 6M | +54.2% | -2.6% | +56.8% | +51.2% |
| YTD | -8.6% | +17.4% | -26.0% | -22.2% |
| 1Y | +0.5% | +16.9% | -16.4% | -14.3% |
| 3Y | +135.9% | +186.7% | -50.8% | +14.0% |
| 5Y | -11.9% | +95.4% | -107.3% | -48.4% |
| All | +3,781.0% | +291.9% | +3,489.1% | +1,511.0% |
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