+166.8%
JCI vs STRL
+509.6%
-342.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +0.7% |
| 7D | +3.8% | +3.4% | +0.4% | +3.1% |
| 30D | -5.7% | -9.2% | +3.6% | -4.0% |
| 3M | -1.4% | -51.0% | +49.6% | +12.4% |
| 6M | +4.1% | +15.8% | -11.6% | -5.4% |
| YTD | +21.7% | +58.9% | -37.1% | +1.4% |
| 1Y | +36.1% | +68.5% | -32.4% | +9.9% |
| All | +166.8% | +509.6% | -342.7% | +53.4% |
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