+3,036.2%
SPY vs JCI
+2,380.8%
+655.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +2.6% | +3.2% | -0.6% | +1.8% |
| 30D | -2.0% | -8.6% | +6.6% | 0.0% |
| 3M | -2.8% | -7.7% | +5.0% | -1.2% |
| 6M | +2.1% | -2.6% | +4.7% | +2.0% |
| YTD | +11.5% | +17.4% | -5.9% | +5.8% |
| 1Y | +13.5% | +16.9% | -3.5% | +7.7% |
| 3Y | +77.7% | +186.7% | -109.0% | +32.7% |
| 5Y | +72.6% | +95.4% | -22.8% | +40.7% |
| 10Y | +308.2% | +292.7% | +15.4% | +175.4% |
| All | +3,036.2% | +2,380.8% | +655.4% | +1,008.1% |
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