+8,794.6%
SWKS vs JCI
+2,111.6%
+6,683.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | +0.7% |
| 7D | -9.2% | -16.9% | +7.7% | -1.8% |
| 30D | -1.9% | -17.2% | +15.3% | +5.9% |
| 3M | +21.2% | -14.2% | +35.4% | +28.7% |
| 6M | +12.9% | -8.7% | +21.6% | +16.9% |
| YTD | +30.7% | +10.7% | +20.0% | +24.1% |
| 1Y | +14.1% | +9.7% | +4.4% | +8.7% |
| 3Y | -1.7% | +166.9% | -168.6% | -36.3% |
| 5Y | -43.0% | +93.1% | -136.1% | -57.7% |
| 10Y | +34.3% | +300.3% | -266.0% | -27.1% |
| All | +8,794.6% | +2,111.6% | +6,683.1% | +2,484.5% |
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 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