+37.1%
JCI vs STT
+76.7%
-39.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.1% | +1.0% | +3.1% | +3.7% |
| 30D | -3.8% | +2.8% | -6.6% | -4.9% |
| 3M | -1.6% | +18.1% | -19.8% | -8.2% |
| 6M | +9.5% | +59.2% | -49.7% | -9.1% |
| YTD | +21.7% | +51.5% | -29.7% | +1.6% |
| 1Y | +37.1% | +75.7% | -38.5% | +8.6% |
| All | +37.1% | +76.7% | -39.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling