-79.9%
SMR vs JCI
+14.5%
-94.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -1.5% |
| 7D | -8.3% | +3.2% | -11.5% | -10.3% |
| 30D | -20.1% | -8.6% | -11.5% | -14.7% |
| 3M | -52.7% | -7.7% | -44.9% | -49.8% |
| 6M | -61.0% | -2.6% | -58.5% | -60.3% |
| YTD | -67.1% | +17.4% | -84.5% | -69.3% |
| 1Y | -79.9% | +16.9% | -96.8% | -80.3% |
| All | -79.9% | +14.5% | -94.4% | -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