+325.3%
JCI vs STT
+264.2%
+61.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +5.1% | +2.2% | +2.9% | +4.1% |
| 30D | -3.8% | +3.9% | -7.7% | -5.5% |
| 3M | +1.9% | +19.2% | -17.3% | -5.9% |
| 6M | +11.2% | +60.4% | -49.2% | -10.1% |
| YTD | +22.9% | +51.5% | -28.5% | +1.6% |
| 1Y | +37.4% | +76.3% | -38.9% | +5.9% |
| 3Y | +167.8% | +200.7% | -32.9% | +61.9% |
| 5Y | +115.0% | +157.5% | -42.4% | +33.7% |
| 10Y | +325.3% | +262.0% | +63.3% | +109.9% |
| All | +325.3% | +264.2% | +61.2% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling