+296.4%
SPGI vs JCI
+323.6%
-27.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -3.1% | +4.1% | -7.2% | -4.6% |
| 30D | +2.0% | -3.8% | +5.9% | +3.4% |
| 3M | +4.3% | -1.6% | +6.0% | +4.0% |
| 6M | -0.2% | +9.5% | -9.8% | -5.9% |
| YTD | -14.8% | +21.7% | -36.5% | -23.9% |
| 1Y | -18.5% | +37.1% | -55.7% | -31.6% |
| 3Y | +16.0% | +165.2% | -149.2% | -31.3% |
| 5Y | +2.2% | +110.3% | -108.1% | -33.5% |
| 10Y | +296.4% | +341.0% | -44.6% | +62.1% |
| All | +296.4% | +323.6% | -27.1% | +62.1% |
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