-4.5%
SLB vs JCI
+174.6%
-179.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.5% |
| 7D | -7.1% | -9.4% | +2.3% | -3.7% |
| 30D | +4.1% | -13.4% | +17.5% | +9.5% |
| 3M | -2.6% | -12.4% | +9.7% | +1.8% |
| 6M | -8.6% | -5.1% | -3.4% | -7.8% |
| YTD | +32.2% | +13.7% | +18.5% | +23.3% |
| 1Y | +40.7% | +11.4% | +29.2% | +32.1% |
| 3Y | -4.5% | +175.9% | -180.4% | -40.4% |
| All | -4.5% | +174.6% | -179.1% | -40.4% |
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