+3,094.0%
SPY vs JCI
+2,473.5%
+620.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +0.1% | +3.8% | -3.7% | -0.9% |
| 30D | +0.1% | -5.7% | +5.7% | +1.5% |
| 3M | +2.0% | -1.4% | +3.4% | +2.1% |
| 6M | +13.0% | +4.1% | +8.9% | +11.2% |
| YTD | +13.5% | +21.7% | -8.2% | +7.1% |
| 1Y | +20.0% | +36.1% | -16.2% | +9.7% |
| 3Y | +77.2% | +154.4% | -77.2% | +36.8% |
| 5Y | +81.9% | +112.0% | -30.2% | +45.7% |
| 10Y | +314.1% | +322.2% | -8.2% | +175.2% |
| All | +3,094.0% | +2,473.5% | +620.6% | +1,022.1% |
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