+1,126.5%
JCI vs STLA
+189.2%
+937.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | -3.4% | -6.4% | +2.9% | -2.2% |
| 30D | -10.1% | -1.3% | -8.8% | -10.2% |
| 3M | -6.8% | -19.9% | +13.1% | -3.2% |
| 6M | +2.0% | -42.9% | +44.9% | +13.3% |
| YTD | +19.2% | -59.4% | +78.6% | +40.1% |
| 1Y | +16.7% | -56.8% | +73.6% | +35.0% |
| 3Y | +194.3% | -73.1% | +267.4% | +264.3% |
| 5Y | +103.0% | -70.1% | +173.1% | +141.4% |
| 10Y | +301.7% | +19.8% | +282.0% | +271.7% |
| All | +1,126.5% | +189.2% | +937.3% | +956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling