+31.6%
SPGI vs JCI
+189.7%
-158.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | +0.3% |
| 7D | -0.9% | -3.4% | +2.6% | -0.7% |
| 30D | +15.5% | -10.1% | +25.6% | +16.4% |
| 3M | +15.7% | -6.8% | +22.5% | +16.0% |
| 6M | +19.1% | +2.0% | +17.1% | +17.5% |
| YTD | -4.1% | +19.2% | -23.2% | -9.3% |
| 1Y | +1.2% | +16.7% | -15.5% | -3.9% |
| 3Y | +31.6% | +194.3% | -162.7% | -2.9% |
| All | +31.6% | +189.7% | -158.1% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling