+96.5%
STM vs JCI
+27.0%
+69.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.2% | +0.1% |
| 7D | -6.0% | -10.7% | +4.7% | +5.0% |
| 30D | -20.9% | -10.4% | -10.5% | -11.8% |
| 3M | -15.8% | -8.3% | -7.5% | -7.9% |
| 6M | -17.0% | -2.1% | -14.9% | -14.5% |
| YTD | +76.8% | +18.4% | +58.4% | +72.9% |
| 1Y | +96.5% | +27.7% | +68.8% | +87.0% |
| All | +96.5% | +27.0% | +69.4% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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