+98.8%
JCI vs STRL
+779.4%
-680.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.9% |
| 7D | -9.4% | -26.9% | +17.5% | -2.9% |
| 30D | -13.4% | -52.7% | +39.3% | +2.5% |
| 3M | -12.4% | -52.8% | +40.5% | +3.4% |
| 6M | -5.1% | -71.5% | +66.3% | +23.3% |
| YTD | +13.7% | -17.4% | +31.2% | +7.0% |
| 1Y | +11.4% | -35.0% | +46.4% | +11.2% |
| 3Y | +175.9% | +239.2% | -63.3% | +56.0% |
| All | +98.8% | +779.4% | -680.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling