+0.6%
SWKS vs JCI
+174.6%
-174.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | -0.4% |
| 7D | -6.2% | -9.4% | +3.2% | -0.7% |
| 30D | -1.5% | -13.4% | +11.9% | +6.6% |
| 3M | +23.0% | -12.4% | +35.4% | +31.7% |
| 6M | +27.6% | -5.1% | +32.7% | +29.9% |
| YTD | +32.3% | +13.7% | +18.6% | +19.3% |
| 1Y | +20.1% | +11.4% | +8.7% | +9.7% |
| 3Y | +0.6% | +175.9% | -175.2% | -50.7% |
| All | +0.6% | +174.6% | -174.0% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling