-1.8%
XLY vs JCI
+7.7%
-9.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.2% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | -6.1% | -7.7% | +1.6% | -4.6% |
| 3M | -1.2% | +2.8% | -3.9% | -2.5% |
| 6M | -1.8% | +7.2% | -9.0% | -5.8% |
| All | -1.8% | +7.7% | -9.5% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling