+27.6%
SWKS vs JCI
+312.8%
-285.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.3% |
| 7D | +12.5% | +3.8% | +8.7% | +9.8% |
| 30D | +10.5% | -5.7% | +16.2% | +14.4% |
| 3M | -7.4% | -1.4% | -6.0% | -6.8% |
| 6M | +32.7% | +4.1% | +28.5% | +28.5% |
| YTD | +19.2% | +21.7% | -2.6% | +3.9% |
| 1Y | +2.4% | +36.1% | -33.8% | -17.3% |
| 3Y | -25.6% | +154.4% | -180.1% | -60.9% |
| 5Y | -53.4% | +112.0% | -165.5% | -73.1% |
| All | +27.6% | +312.8% | -285.2% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling