+166.8%
JCI vs STLA
-64.4%
+231.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +3.8% | +2.6% | +1.2% | +3.4% |
| 30D | -5.7% | -1.2% | -4.4% | -5.6% |
| 3M | -1.4% | -24.8% | +23.4% | +3.3% |
| 6M | +4.1% | -25.6% | +29.7% | +8.8% |
| YTD | +21.7% | -48.9% | +70.7% | +34.9% |
| 1Y | +36.1% | -38.8% | +74.9% | +43.4% |
| All | +166.8% | -64.4% | +231.2% | +191.8% |
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