+1,972.8%
STX vs JCI
+291.9%
+1,681.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.7% |
| 7D | +14.6% | +3.2% | +11.4% | +12.8% |
| 30D | -26.0% | -8.6% | -17.4% | -20.9% |
| 3M | -42.6% | -7.7% | -34.9% | -39.1% |
| 6M | -35.3% | -2.6% | -32.7% | -32.9% |
| YTD | +92.5% | +17.4% | +75.1% | +80.0% |
| 1Y | +102.4% | +16.9% | +85.5% | +90.0% |
| 3Y | +673.8% | +186.7% | +487.1% | +352.4% |
| 5Y | +463.1% | +95.4% | +367.7% | +289.8% |
| All | +1,972.8% | +291.9% | +1,681.0% | +816.2% |
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