+20.1%
SWKS vs JCI
+12.9%
+7.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | -0.2% |
| 7D | -6.2% | -9.4% | +3.2% | -1.3% |
| 30D | -1.5% | -13.4% | +11.9% | +5.8% |
| 3M | +23.0% | -12.4% | +35.4% | +30.8% |
| 6M | +27.6% | -5.1% | +32.7% | +28.6% |
| YTD | +32.3% | +13.7% | +18.6% | +21.5% |
| 1Y | +20.1% | +11.4% | +8.7% | +17.5% |
| All | +20.1% | +12.9% | +7.2% | +17.5% |
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