+2,436.8%
JCI vs STRL
+11,526.8%
-9,090.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.0% | -10.2% | +3.8% |
| 7D | -3.4% | -13.3% | +9.9% | -2.7% |
| 30D | -10.1% | -43.3% | +33.2% | -7.0% |
| 3M | -6.8% | -46.9% | +40.1% | -3.2% |
| 6M | +2.0% | -65.6% | +67.6% | +8.3% |
| YTD | +19.2% | -5.1% | +24.3% | +17.9% |
| 1Y | +16.7% | -23.1% | +39.8% | +16.8% |
| 3Y | +194.3% | +346.8% | -152.5% | +164.1% |
| 5Y | +103.0% | +907.2% | -804.1% | +73.8% |
| 10Y | +301.7% | +3,988.2% | -3,686.4% | +217.2% |
| All | +2,436.8% | +11,526.8% | -9,090.0% | +1,677.0% |
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