-70.2%
SMR vs JCI
+33.3%
-103.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.3% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | +3.2% | -7.7% | +11.0% | +10.8% |
| 3M | +9.9% | +2.8% | +7.1% | +6.4% |
| 6M | -15.1% | +7.2% | -22.4% | -21.9% |
| YTD | -27.9% | +20.0% | -47.9% | -41.8% |
| 1Y | -70.2% | +33.3% | -103.5% | -80.3% |
| All | -70.2% | +33.3% | -103.6% | -80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling