-16.1%
SPGI vs JCI
+38.2%
-54.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.0% |
| 7D | -2.5% | +5.1% | -7.6% | -1.5% |
| 30D | +5.4% | -3.8% | +9.2% | +4.5% |
| 3M | +9.0% | +1.9% | +7.1% | +9.7% |
| 6M | +0.8% | +11.2% | -10.4% | +2.8% |
| YTD | -12.6% | +22.9% | -35.5% | -9.9% |
| 1Y | -16.1% | +37.4% | -53.5% | -14.0% |
| All | -16.1% | +38.2% | -54.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling