+102.4%
STX vs JCI
+14.5%
+87.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -0.7% |
| 7D | +14.6% | +3.2% | +11.4% | +11.5% |
| 30D | -26.0% | -8.6% | -17.4% | -18.0% |
| 3M | -42.6% | -7.7% | -34.9% | -37.0% |
| 6M | -35.3% | -2.6% | -32.7% | -31.2% |
| YTD | +92.5% | +17.4% | +75.1% | +83.5% |
| 1Y | +102.4% | +16.9% | +85.5% | +98.3% |
| All | +102.4% | +14.5% | +87.9% | +98.3% |
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