+3,663.5%
SHOP vs JCI
+299.8%
+3,363.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.4% |
| 7D | -2.5% | +2.9% | -5.4% | -4.0% |
| 30D | -16.7% | -6.9% | -9.8% | -14.0% |
| 3M | -2.2% | -6.3% | +4.1% | +0.1% |
| 6M | +45.6% | +2.6% | +43.0% | +38.4% |
| YTD | -7.3% | +21.8% | -29.1% | -22.7% |
| 1Y | -6.1% | +19.6% | -25.7% | -20.8% |
| 3Y | +143.3% | +194.9% | -51.6% | +15.8% |
| 5Y | +0.2% | +108.1% | -108.0% | -43.0% |
| 10Y | +3,663.5% | +307.6% | +3,355.9% | +1,427.2% |
| All | +3,663.5% | +299.8% | +3,363.7% | +1,427.2% |
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 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