-27.8%
STM vs JCI
-2.2%
-25.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +0.9% |
| 7D | -10.7% | -9.4% | -1.3% | +1.4% |
| 30D | -25.7% | -13.4% | -12.3% | -10.4% |
| 3M | -21.6% | -12.4% | -9.2% | -6.3% |
| 6M | -27.8% | -5.1% | -22.7% | -22.6% |
| All | -27.8% | -2.2% | -25.6% | -22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling