+1,475.9%
XLK vs JCI
+308.9%
+1,166.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -0.6% | -4.4% | +3.8% | +0.7% |
| 3M | +2.6% | +1.7% | +0.9% | +2.1% |
| 6M | +34.0% | +8.8% | +25.2% | +30.4% |
| YTD | +30.7% | +22.6% | +8.0% | +22.4% |
| 1Y | +39.2% | +36.2% | +3.0% | +26.2% |
| 3Y | +120.4% | +168.0% | -47.6% | +63.2% |
| 5Y | +148.8% | +113.5% | +35.3% | +95.2% |
| 10Y | +803.3% | +344.3% | +459.0% | +468.0% |
| All | +1,475.9% | +308.9% | +1,166.9% | +715.2% |
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