+818.8%
SLB vs JCI
+2,171.6%
-1,352.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.2% | -0.2% |
| 7D | -7.1% | -9.4% | +2.3% | -4.5% |
| 30D | +4.1% | -13.4% | +17.5% | +8.2% |
| 3M | -2.6% | -12.4% | +9.7% | +0.7% |
| 6M | -8.6% | -5.1% | -3.4% | -7.8% |
| YTD | +32.2% | +13.7% | +18.5% | +26.3% |
| 1Y | +40.7% | +11.4% | +29.2% | +35.0% |
| 3Y | -4.5% | +175.9% | -180.4% | -29.8% |
| 5Y | +66.4% | +98.4% | -32.0% | +32.4% |
| 10Y | -15.1% | +311.2% | -326.3% | -43.7% |
| All | +818.8% | +2,171.6% | -1,352.8% | +216.3% |
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