+8,434.7%
SHOP vs JCI
+398.4%
+8,036.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.7% |
| 7D | -5.1% | +3.8% | -8.9% | -7.2% |
| 30D | +0.6% | -5.7% | +6.3% | +3.7% |
| 3M | +25.0% | -1.4% | +26.4% | +24.5% |
| 6M | +11.9% | +4.1% | +7.8% | +5.9% |
| YTD | -9.9% | +21.7% | -31.6% | -23.7% |
| 1Y | 0.0% | +36.1% | -36.2% | -21.4% |
| 3Y | +117.5% | +154.4% | -36.9% | +16.1% |
| 5Y | -6.6% | +112.0% | -118.7% | -45.4% |
| 10Y | +3,320.3% | +322.2% | +2,998.1% | +1,322.1% |
| All | +8,434.7% | +398.4% | +8,036.3% | +3,318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling