+162.0%
SO vs JCI
+323.6%
-161.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | 0.0% | +4.1% | -4.0% | -0.8% |
| 30D | -2.5% | -3.8% | +1.3% | -1.8% |
| 3M | -4.2% | -1.6% | -2.5% | -4.2% |
| 6M | -7.7% | +9.5% | -17.2% | -10.0% |
| YTD | +3.8% | +21.7% | -17.9% | -1.4% |
| 1Y | +0.1% | +37.1% | -37.1% | -7.8% |
| 3Y | +44.2% | +165.2% | -121.0% | +9.5% |
| 5Y | +57.9% | +110.3% | -52.4% | +25.6% |
| 10Y | +162.0% | +341.0% | -179.0% | +50.6% |
| All | +162.0% | +323.6% | -161.6% | +50.6% |
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