-16.6%
SLB vs JCI
+303.0%
-319.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | -1.9% |
| 7D | -3.7% | -3.4% | -0.3% | -2.0% |
| 30D | +2.9% | -10.1% | +13.1% | +8.8% |
| 3M | +0.2% | -6.8% | +7.0% | +3.1% |
| 6M | -4.4% | +2.0% | -6.4% | -7.7% |
| YTD | +33.4% | +19.2% | +14.2% | +16.2% |
| 1Y | +40.8% | +16.7% | +24.0% | +23.8% |
| 3Y | +3.2% | +194.3% | -191.1% | -52.5% |
| 5Y | +64.8% | +103.0% | -38.2% | -5.8% |
| 10Y | -16.6% | +301.7% | -318.3% | -75.3% |
| All | -16.6% | +303.0% | -319.6% | -75.3% |
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 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