+12.4%
SPGI vs JCI
+108.2%
-95.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.4% |
| 7D | -0.9% | -3.4% | +2.6% | -0.2% |
| 30D | +15.5% | -10.1% | +25.6% | +18.0% |
| 3M | +15.7% | -6.8% | +22.5% | +16.7% |
| 6M | +19.1% | +2.0% | +17.1% | +16.0% |
| YTD | -4.1% | +19.2% | -23.2% | -12.5% |
| 1Y | +1.2% | +16.7% | -15.5% | -7.1% |
| 3Y | +31.6% | +194.3% | -162.7% | -21.2% |
| 5Y | +12.4% | +103.0% | -90.6% | -20.0% |
| All | +12.4% | +108.2% | -95.8% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling