+664.5%
STM vs JCI
+323.6%
+341.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.1% |
| 7D | +1.7% | +4.1% | -2.4% | -1.2% |
| 30D | -5.2% | -3.8% | -1.3% | -2.5% |
| 3M | -29.6% | -1.6% | -28.0% | -28.4% |
| 6M | +54.4% | +9.5% | +44.8% | +47.0% |
| YTD | +99.5% | +21.7% | +77.8% | +76.1% |
| 1Y | +100.8% | +37.1% | +63.6% | +62.3% |
| 3Y | +20.2% | +165.2% | -145.0% | -39.6% |
| 5Y | +21.1% | +110.3% | -89.1% | -30.0% |
| 10Y | +664.5% | +341.0% | +323.5% | +149.5% |
| All | +664.5% | +323.6% | +341.0% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling