+325.3%
JCI vs STRL
+7,463.3%
-7,137.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.3% |
| 7D | +5.1% | +10.1% | -5.0% | +2.9% |
| 30D | -3.8% | -8.2% | +4.4% | -2.3% |
| 3M | +1.9% | -43.7% | +45.6% | +13.5% |
| 6M | +11.2% | +27.1% | -15.9% | -0.9% |
| YTD | +22.9% | +64.0% | -41.0% | +2.7% |
| 1Y | +37.4% | +75.2% | -37.8% | +11.4% |
| 3Y | +167.8% | +539.9% | -372.1% | +53.0% |
| 5Y | +115.0% | +2,133.0% | -2,018.0% | -9.5% |
| 10Y | +325.3% | +7,178.3% | -6,853.0% | +37.6% |
| All | +325.3% | +7,463.3% | -7,137.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling