+22.0%
SPGI vs JCI
+165.5%
-143.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.8% |
| 7D | +0.1% | +3.8% | -3.7% | -0.4% |
| 30D | +8.4% | -5.7% | +14.1% | +9.2% |
| 3M | +11.8% | -1.4% | +13.2% | +11.7% |
| 6M | +5.7% | +4.1% | +1.6% | +4.1% |
| YTD | -9.7% | +21.7% | -31.4% | -14.8% |
| 1Y | -12.5% | +36.1% | -48.6% | -20.4% |
| All | +22.0% | +165.5% | -143.5% | -11.9% |
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