+2,320.9%
JCI vs STRL
+10,012.8%
-7,691.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.5% |
| 7D | -9.4% | -26.9% | +17.5% | -7.7% |
| 30D | -13.4% | -52.7% | +39.3% | -9.3% |
| 3M | -12.4% | -52.8% | +40.5% | -8.3% |
| 6M | -5.1% | -71.5% | +66.3% | +1.9% |
| YTD | +13.7% | -17.4% | +31.2% | +13.6% |
| 1Y | +11.4% | -35.0% | +46.4% | +12.7% |
| 3Y | +175.9% | +239.2% | -63.3% | +151.5% |
| 5Y | +98.4% | +830.2% | -731.8% | +70.9% |
| 10Y | +311.2% | +3,574.7% | -3,263.5% | +227.2% |
| All | +2,320.9% | +10,012.8% | -7,691.9% | +1,611.6% |
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