+124.0%
SHOP vs JCI
+165.5%
-41.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | -5.1% | +3.8% | -8.9% | -7.1% |
| 30D | +0.6% | -5.7% | +6.3% | +3.6% |
| 3M | +25.0% | -1.4% | +26.4% | +24.6% |
| 6M | +11.9% | +4.1% | +7.8% | +5.6% |
| YTD | -9.9% | +21.7% | -31.6% | -25.8% |
| 1Y | 0.0% | +36.1% | -36.2% | -25.3% |
| All | +124.0% | +165.5% | -41.6% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling