+1,152.9%
JCI vs STLA
+263.8%
+889.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +3.8% | +2.6% | +1.2% | +3.3% |
| 30D | -5.7% | -1.2% | -4.4% | -5.7% |
| 3M | -1.4% | -24.8% | +23.4% | +4.2% |
| 6M | +4.1% | -25.6% | +29.7% | +9.8% |
| YTD | +21.7% | -48.9% | +70.7% | +37.2% |
| 1Y | +36.1% | -38.8% | +74.9% | +46.2% |
| 3Y | +154.4% | -64.5% | +219.0% | +198.8% |
| 5Y | +112.0% | -62.4% | +174.5% | +141.7% |
| 10Y | +322.2% | +55.4% | +266.8% | +272.9% |
| All | +1,152.9% | +263.8% | +889.1% | +935.3% |
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