+2,257.0%
JCI vs STT
+6,508.4%
-4,251.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.2% | +1.6% | +3.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -10.1% | -2.3% | -7.8% | -9.4% |
| 3M | -6.8% | -7.0% | +0.2% | -4.6% |
| 6M | +2.0% | +15.5% | -13.5% | -2.6% |
| YTD | +19.2% | +35.6% | -16.4% | +7.9% |
| 1Y | +16.7% | +47.9% | -31.1% | +2.8% |
| 3Y | +194.3% | +181.1% | +13.2% | +111.0% |
| 5Y | +103.0% | +108.2% | -5.1% | +56.5% |
| 10Y | +301.7% | +201.0% | +100.7% | +165.5% |
| All | +2,257.0% | +6,508.4% | -4,251.4% | +438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling