+3,621.5%
STX vs JCI
+323.6%
+3,297.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.5% |
| 7D | +9.6% | +4.1% | +5.5% | +7.2% |
| 30D | +10.6% | -3.8% | +14.4% | +13.3% |
| 3M | +4.8% | -1.6% | +6.4% | +6.9% |
| 6M | +137.3% | +9.5% | +127.7% | +129.1% |
| YTD | +222.5% | +21.7% | +200.8% | +192.3% |
| 1Y | +366.2% | +37.1% | +329.1% | +298.9% |
| 3Y | +1,352.9% | +165.2% | +1,187.7% | +775.2% |
| 5Y | +1,077.4% | +110.3% | +967.2% | +677.4% |
| 10Y | +3,621.5% | +341.0% | +3,280.5% | +1,497.2% |
| All | +3,621.5% | +323.6% | +3,297.9% | +1,497.2% |
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