+2,285.7%
STM vs JCI
+2,462.1%
-176.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | +5.8% | +3.8% | +2.0% | +4.1% |
| 30D | -1.0% | -5.7% | +4.7% | +1.5% |
| 3M | -33.3% | -1.4% | -31.9% | -32.5% |
| 6M | +57.4% | +4.1% | +53.2% | +56.6% |
| YTD | +102.2% | +21.7% | +80.4% | +88.1% |
| 1Y | +99.6% | +36.1% | +63.5% | +76.9% |
| 3Y | +14.5% | +154.4% | -139.9% | -21.7% |
| 5Y | +21.4% | +112.0% | -90.7% | -10.6% |
| 10Y | +695.0% | +322.2% | +372.7% | +346.1% |
| All | +2,285.7% | +2,462.1% | -176.3% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling