+5,976.4%
SO vs JCI
+2,331.5%
+3,644.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -0.2% | +3.8% | -4.0% | -0.5% |
| 30D | -4.6% | -5.7% | +1.1% | -4.1% |
| 3M | -3.0% | -1.4% | -1.6% | -3.1% |
| 6M | -8.3% | +4.1% | -12.4% | -8.9% |
| YTD | +3.5% | +21.7% | -18.2% | +1.3% |
| 1Y | -0.9% | +36.1% | -37.1% | -4.2% |
| 3Y | +45.4% | +154.4% | -109.1% | +31.2% |
| 5Y | +59.6% | +112.0% | -52.4% | +45.7% |
| 10Y | +156.6% | +322.2% | -165.6% | +117.3% |
| All | +5,976.4% | +2,331.5% | +3,644.8% | +3,711.3% |
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 · 6 months rolling