+288.2%
JCI vs STLA
+12.4%
+275.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.7% |
| 7D | -5.9% | -4.9% | -1.0% | -4.6% |
| 30D | -10.4% | -4.9% | -5.5% | -9.6% |
| 3M | -6.1% | -23.7% | +17.6% | +0.1% |
| 6M | +1.7% | -45.0% | +46.7% | +18.6% |
| YTD | +18.9% | -60.9% | +79.7% | +50.0% |
| 1Y | +16.1% | -58.9% | +75.0% | +43.6% |
| 3Y | +187.8% | -74.4% | +262.3% | +293.0% |
| 5Y | +103.2% | -71.5% | +174.7% | +158.8% |
| 10Y | +288.2% | +5.3% | +283.0% | +238.2% |
| All | +288.2% | +12.4% | +275.8% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling