-4.8%
SLB vs JCI
+328.4%
-333.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.3% |
| 7D | +0.4% | +5.1% | -4.7% | -2.5% |
| 30D | +13.6% | -3.8% | +17.4% | +15.9% |
| 3M | +1.5% | +1.9% | -0.4% | -0.6% |
| 6M | +23.0% | +11.2% | +11.8% | +13.7% |
| YTD | +51.2% | +22.9% | +28.3% | +30.8% |
| 1Y | +63.5% | +37.4% | +26.1% | +30.7% |
| 3Y | +2.5% | +167.8% | -165.3% | -48.9% |
| 5Y | +139.2% | +115.0% | +24.2% | +33.0% |
| 10Y | -4.8% | +325.3% | -330.1% | -70.9% |
| All | -4.8% | +328.4% | -333.2% | -70.9% |
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