+16.4%
JCI vs STRL
-26.3%
+42.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.0% | -10.2% | +2.0% |
| 7D | -3.4% | -13.3% | +9.9% | -1.5% |
| 30D | -10.1% | -43.3% | +33.2% | -1.9% |
| 3M | -6.8% | -46.9% | +40.1% | +2.4% |
| 6M | +2.0% | -65.6% | +67.6% | +18.3% |
| YTD | +19.2% | -5.1% | +24.3% | +12.4% |
| All | +16.4% | -26.3% | +42.7% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling