+293.5%
JCI vs STLA
-4.1%
+297.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.0% |
| 7D | +3.2% | -13.8% | +17.0% | +7.4% |
| 30D | -8.6% | -10.5% | +1.9% | -6.3% |
| 3M | -7.7% | -28.9% | +21.1% | +0.2% |
| 6M | -2.6% | -49.7% | +47.2% | +16.5% |
| YTD | +17.4% | -64.9% | +82.3% | +52.6% |
| 1Y | +16.9% | -64.0% | +81.0% | +50.2% |
| 3Y | +186.7% | -77.4% | +264.2% | +306.0% |
| 5Y | +95.4% | -74.4% | +169.8% | +156.3% |
| All | +293.5% | -4.1% | +297.6% | +248.0% |
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