+231.7%
SPOT vs JCI
+163.4%
+68.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -6.5% | +4.1% | -10.6% | -7.3% |
| 30D | +2.2% | -3.8% | +6.0% | +2.9% |
| 3M | +5.4% | -1.6% | +7.0% | +5.1% |
| 6M | -4.0% | +9.5% | -13.5% | -8.1% |
| YTD | -9.9% | +21.7% | -31.7% | -17.7% |
| 1Y | -27.3% | +37.1% | -64.4% | -37.1% |
| All | +231.7% | +163.4% | +68.3% | +133.6% |
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