+98.8%
JCI vs STT
+100.0%
-1.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -9.4% | -2.5% | -6.9% | -8.3% |
| 30D | -13.4% | -5.0% | -8.4% | -11.3% |
| 3M | -12.4% | -10.5% | -1.9% | -7.8% |
| 6M | -5.1% | +10.0% | -15.2% | -9.4% |
| YTD | +13.7% | +30.7% | -16.9% | -0.2% |
| 1Y | +11.4% | +43.8% | -32.4% | -6.5% |
| 3Y | +175.9% | +168.1% | +7.8% | +72.9% |
| All | +98.8% | +100.0% | -1.2% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling