+110.6%
SPOT vs JCI
+105.2%
+5.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.3% |
| 7D | -6.9% | +0.4% | -7.3% | -7.1% |
| 30D | +4.1% | -7.7% | +11.9% | +7.4% |
| 3M | +3.7% | +2.8% | +0.9% | +1.1% |
| 6M | -1.6% | +7.2% | -8.9% | -7.3% |
| YTD | -10.2% | +20.0% | -30.1% | -21.0% |
| 1Y | -25.9% | +33.3% | -59.2% | -39.0% |
| 3Y | +235.6% | +161.3% | +74.3% | +81.8% |
| 5Y | +110.6% | +108.8% | +1.8% | +22.5% |
| All | +110.6% | +105.2% | +5.4% | +22.5% |
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