+115.0%
JCI vs STLA
-62.5%
+177.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.0% | +1.7% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | -3.8% | -2.4% | -1.5% | -3.6% |
| 3M | +1.9% | -23.9% | +25.8% | +8.7% |
| 6M | +11.2% | -24.6% | +35.8% | +18.1% |
| YTD | +22.9% | -50.5% | +73.5% | +43.8% |
| 1Y | +37.4% | -39.8% | +77.2% | +49.3% |
| 3Y | +167.8% | -65.6% | +233.5% | +227.8% |
| 5Y | +115.0% | -62.1% | +177.1% | +136.5% |
| All | +115.0% | -62.5% | +177.5% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling