-9.3%
SHOP vs JCI
+119.7%
-128.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.0% | -8.6% | -8.4% |
| 7D | -4.1% | +5.1% | -9.2% | -8.0% |
| 30D | -11.5% | -3.8% | -7.7% | -9.1% |
| 3M | +21.1% | +1.9% | +19.2% | +16.5% |
| 6M | +3.0% | +11.2% | -8.2% | -11.2% |
| YTD | -16.7% | +22.9% | -39.6% | -36.4% |
| 1Y | -8.3% | +37.4% | -45.7% | -37.9% |
| 3Y | +112.8% | +167.8% | -55.0% | -31.8% |
| 5Y | -9.3% | +115.0% | -124.3% | -65.0% |
| All | -9.3% | +119.7% | -128.9% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling