+194.9%
SO vs JCI
+298.2%
-103.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.1% | -5.9% | +5.8% | +1.0% |
| 30D | +8.7% | -10.4% | +19.0% | +10.7% |
| 3M | +3.4% | -6.1% | +9.5% | +4.1% |
| 6M | +3.7% | +1.7% | +2.0% | +2.2% |
| YTD | +10.0% | +18.9% | -8.8% | +4.4% |
| 1Y | +6.6% | +16.1% | -9.5% | +1.6% |
| 3Y | +52.5% | +187.8% | -135.3% | +11.8% |
| 5Y | +76.1% | +103.2% | -27.2% | +40.2% |
| 10Y | +194.9% | +288.2% | -93.3% | +69.3% |
| All | +194.9% | +298.2% | -103.4% | +69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling