+6,268.1%
SO vs JCI
+2,171.6%
+4,096.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.3% |
| 7D | -1.5% | -9.4% | +7.9% | -0.6% |
| 30D | +8.1% | -13.4% | +21.5% | +9.4% |
| 3M | +0.2% | -12.4% | +12.6% | +1.2% |
| 6M | +0.4% | -5.1% | +5.5% | +0.5% |
| YTD | +8.5% | +13.7% | -5.2% | +6.6% |
| 1Y | +4.9% | +11.4% | -6.5% | +3.3% |
| 3Y | +47.9% | +175.9% | -128.0% | +32.2% |
| 5Y | +75.7% | +98.4% | -22.7% | +61.1% |
| 10Y | +178.0% | +311.2% | -133.2% | +135.8% |
| All | +6,268.1% | +2,171.6% | +4,096.5% | +3,911.5% |
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 · 6 months rolling