+2,491.4%
JCI vs STRL
+19,359.6%
-16,868.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +1.5% |
| 7D | +3.8% | +3.4% | +0.4% | +3.6% |
| 30D | -5.7% | -9.2% | +3.6% | -5.1% |
| 3M | -1.4% | -51.0% | +49.6% | +2.6% |
| 6M | +4.1% | +15.8% | -11.6% | +2.0% |
| YTD | +21.7% | +58.9% | -37.1% | +16.8% |
| 1Y | +36.1% | +68.5% | -32.4% | +29.9% |
| 3Y | +154.4% | +485.2% | -330.8% | +124.1% |
| 5Y | +112.0% | +2,005.1% | -1,893.1% | +74.0% |
| 10Y | +322.2% | +7,118.0% | -6,795.7% | +222.3% |
| All | +2,491.4% | +19,359.6% | -16,868.2% | +1,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling