+71.6%
STX vs JCI
+16.0%
+55.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -17.3% | -5.9% | -11.4% | -11.5% |
| 30D | -35.9% | -10.4% | -25.6% | -28.0% |
| 3M | -37.3% | -6.1% | -31.2% | -32.6% |
| 6M | -35.8% | +1.7% | -37.5% | -34.3% |
| YTD | +82.7% | +18.9% | +63.9% | +68.1% |
| 1Y | +71.6% | +16.1% | +55.5% | +70.3% |
| All | +71.6% | +16.0% | +55.7% | +70.3% |
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