+52.9%
SOXX vs JCI
+7.7%
+45.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -1.1% |
| 7D | +3.0% | +0.4% | +2.6% | +2.6% |
| 30D | -3.1% | -7.7% | +4.6% | +6.1% |
| 3M | -4.4% | +2.8% | -7.2% | -6.2% |
| 6M | +52.9% | +7.2% | +45.6% | +42.9% |
| All | +52.9% | +7.7% | +45.2% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling