+8,007.1%
SWKS vs JCI
+2,331.5%
+5,675.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.7% |
| 7D | +12.5% | +3.8% | +8.7% | +10.7% |
| 30D | +10.5% | -5.7% | +16.2% | +13.1% |
| 3M | -7.4% | -1.4% | -6.0% | -6.9% |
| 6M | +32.7% | +4.1% | +28.5% | +30.1% |
| YTD | +19.2% | +21.7% | -2.6% | +9.1% |
| 1Y | +2.4% | +36.1% | -33.8% | -10.8% |
| 3Y | -25.6% | +154.4% | -180.1% | -50.6% |
| 5Y | -53.4% | +112.0% | -165.5% | -66.7% |
| 10Y | +23.2% | +322.2% | -299.1% | -34.6% |
| All | +8,007.1% | +2,331.5% | +5,675.6% | +2,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling