+99.6%
STM vs JCI
+37.7%
+61.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.2% |
| 7D | +5.8% | +3.8% | +2.0% | +2.3% |
| 30D | -1.0% | -5.7% | +4.7% | +4.3% |
| 3M | -33.3% | -1.4% | -31.9% | -32.2% |
| 6M | +57.4% | +4.1% | +53.2% | +52.2% |
| YTD | +102.2% | +21.7% | +80.4% | +89.6% |
| 1Y | +99.6% | +36.1% | +63.5% | +80.4% |
| All | +99.6% | +37.7% | +61.9% | +80.4% |
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