+194.3%
JCI vs STLA
-73.7%
+268.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -3.4% | -6.4% | +2.9% | -2.5% |
| 30D | -10.1% | -1.3% | -8.8% | -10.1% |
| 3M | -6.8% | -19.9% | +13.1% | -3.9% |
| 6M | +2.0% | -42.9% | +44.9% | +11.0% |
| YTD | +19.2% | -59.4% | +78.6% | +36.2% |
| 1Y | +16.7% | -56.8% | +73.6% | +31.2% |
| 3Y | +194.3% | -73.1% | +267.4% | +233.6% |
| All | +194.3% | -73.7% | +268.0% | +233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling