-95.5%
SNDQ vs JCI
+1.5%
-97.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.4% | +2.9% |
| 7D | -20.4% | +0.4% | -20.8% | -17.7% |
| 30D | -54.5% | -7.7% | -46.8% | -65.7% |
| 3M | -79.1% | +2.8% | -81.8% | -70.3% |
| All | -95.5% | +1.5% | -97.0% | -94.3% |
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 · Available span rolling