+7.5%
SMR vs JCI
+142.9%
-135.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.4% |
| 7D | +13.1% | +4.1% | +9.0% | +9.1% |
| 30D | +17.8% | -3.8% | +21.6% | +21.8% |
| 3M | +8.1% | -1.6% | +9.7% | +9.3% |
| 6M | -11.1% | +9.5% | -20.6% | -19.3% |
| YTD | -23.7% | +21.7% | -45.4% | -38.2% |
| 1Y | -69.4% | +37.1% | -106.6% | -77.6% |
| 3Y | +82.6% | +165.2% | -82.6% | -16.3% |
| All | +7.5% | +142.9% | -135.4% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling