+254.8%
SPOT vs JCI
+414.8%
-160.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | -2.9% | +5.1% | -8.0% | -4.6% |
| 30D | +8.3% | -3.8% | +12.1% | +9.5% |
| 3M | +5.1% | +1.9% | +3.2% | +3.1% |
| 6M | -6.5% | +11.2% | -17.7% | -12.1% |
| YTD | -9.0% | +22.9% | -31.9% | -18.5% |
| 1Y | -26.4% | +37.4% | -63.8% | -37.6% |
| 3Y | +240.0% | +167.8% | +72.2% | +114.0% |
| 5Y | +111.7% | +115.0% | -3.3% | +41.0% |
| All | +254.8% | +414.8% | -160.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling