+50.8%
SWKS vs JCI
+291.9%
-241.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.3% |
| 7D | +9.4% | +3.2% | +6.2% | +7.2% |
| 30D | +17.0% | -8.6% | +25.6% | +22.8% |
| 3M | +28.9% | -7.7% | +36.7% | +34.2% |
| 6M | +33.1% | -2.6% | +35.7% | +33.5% |
| YTD | +44.8% | +17.4% | +27.4% | +27.7% |
| 1Y | +36.2% | +16.9% | +19.3% | +20.4% |
| 3Y | +11.5% | +186.7% | -175.3% | -46.7% |
| 5Y | -37.1% | +95.4% | -132.4% | -62.2% |
| All | +50.8% | +291.9% | -241.0% | -50.4% |
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