+2.4%
SWKS vs JCI
+37.7%
-35.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.5% |
| 7D | +12.5% | +3.8% | +8.7% | +10.1% |
| 30D | +10.5% | -5.7% | +16.2% | +14.0% |
| 3M | -7.4% | -1.4% | -6.0% | -7.0% |
| 6M | +32.7% | +4.1% | +28.5% | +29.3% |
| YTD | +19.2% | +21.7% | -2.6% | +7.3% |
| 1Y | +2.4% | +36.1% | -33.8% | -13.6% |
| All | +2.4% | +37.7% | -35.3% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling