+1,967.8%
STX vs JCI
+298.2%
+1,669.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -17.3% | -5.9% | -11.4% | -13.7% |
| 30D | -35.9% | -10.4% | -25.6% | -30.9% |
| 3M | -37.3% | -6.1% | -31.2% | -34.3% |
| 6M | -35.8% | +1.7% | -37.5% | -35.1% |
| YTD | +82.7% | +18.9% | +63.9% | +69.4% |
| 1Y | +71.6% | +16.1% | +55.5% | +61.5% |
| 3Y | +635.3% | +187.8% | +447.4% | +328.8% |
| 5Y | +483.8% | +103.2% | +380.6% | +295.8% |
| 10Y | +1,967.8% | +288.2% | +1,679.6% | +790.0% |
| All | +1,967.8% | +298.2% | +1,669.5% | +790.0% |
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