+186.7%
JCI vs STRL
+341.0%
-154.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | +3.2% | +15.7% | -12.5% | -0.2% |
| 30D | -8.6% | -35.5% | +26.9% | -0.4% |
| 3M | -7.7% | -47.1% | +39.4% | +4.3% |
| 6M | -2.6% | -65.8% | +63.2% | +18.6% |
| YTD | +17.4% | -4.5% | +21.9% | +7.5% |
| 1Y | +16.9% | -10.5% | +27.4% | +8.4% |
| 3Y | +186.7% | +340.6% | -153.9% | +87.2% |
| All | +186.7% | +341.0% | -154.3% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling