+123.8%
STX vs JCI
+27.0%
+96.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.3% | -1.9% | -2.1% |
| 7D | -20.2% | -10.7% | -9.5% | -10.7% |
| 30D | -37.2% | -10.4% | -26.8% | -29.9% |
| 3M | -34.1% | -8.3% | -25.8% | -28.1% |
| 6M | -24.5% | -2.1% | -22.3% | -21.2% |
| YTD | +102.9% | +18.4% | +84.6% | +82.3% |
| 1Y | +123.8% | +27.7% | +96.1% | +82.3% |
| All | +123.8% | +27.0% | +96.7% | +82.3% |
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