+58.7%
SO vs JCI
+119.7%
-61.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +1.0% | +5.1% | -4.1% | +0.5% |
| 30D | -3.2% | -3.8% | +0.6% | -2.8% |
| 3M | -1.7% | +1.9% | -3.6% | -2.1% |
| 6M | -7.2% | +11.2% | -18.4% | -8.5% |
| YTD | +4.6% | +22.9% | -18.4% | +1.7% |
| 1Y | +1.2% | +37.4% | -36.2% | -2.9% |
| 3Y | +45.3% | +167.8% | -122.6% | +22.8% |
| 5Y | +58.7% | +115.0% | -56.3% | +34.8% |
| All | +58.7% | +119.7% | -61.0% | +34.8% |
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