-11.6%
SHOP vs JCI
+36.6%
-48.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.5% |
| 7D | -10.6% | +4.1% | -14.7% | -10.6% |
| 30D | -18.3% | -3.8% | -14.5% | -18.3% |
| 3M | +14.8% | -1.6% | +16.5% | +14.9% |
| 6M | -5.0% | +9.5% | -14.6% | -7.3% |
| YTD | -21.2% | +21.7% | -43.0% | -27.3% |
| 1Y | -11.6% | +37.1% | -48.8% | -26.2% |
| All | -11.6% | +36.6% | -48.2% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling