+2,149.4%
JCI vs STT
+6,268.9%
-4,119.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -9.4% | -2.5% | -6.9% | -8.7% |
| 30D | -13.4% | -5.0% | -8.4% | -11.9% |
| 3M | -12.4% | -10.5% | -1.9% | -9.2% |
| 6M | -5.1% | +10.0% | -15.2% | -8.0% |
| YTD | +13.7% | +30.7% | -16.9% | +4.2% |
| 1Y | +11.4% | +43.8% | -32.4% | -1.0% |
| 3Y | +175.9% | +168.1% | +7.8% | +100.7% |
| 5Y | +98.4% | +101.4% | -3.0% | +54.5% |
| 10Y | +311.2% | +211.3% | +99.9% | +169.2% |
| All | +2,149.4% | +6,268.9% | -4,119.5% | +419.6% |
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 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