+958.5%
SLB vs JCI
+2,331.5%
-1,373.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | +0.8% | +3.8% | -3.0% | -0.3% |
| 30D | +15.8% | -5.7% | +21.5% | +17.6% |
| 3M | -0.3% | -1.4% | +1.0% | -0.3% |
| 6M | +21.3% | +4.1% | +17.2% | +19.4% |
| YTD | +52.3% | +21.7% | +30.6% | +43.1% |
| 1Y | +63.6% | +36.1% | +27.5% | +48.4% |
| 3Y | +3.8% | +154.4% | -150.7% | -21.9% |
| 5Y | +128.6% | +112.0% | +16.6% | +79.0% |
| 10Y | -3.1% | +322.2% | -325.3% | -36.2% |
| All | +958.5% | +2,331.5% | -1,373.0% | +258.5% |
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