+1,069.0%
STX vs JCI
+117.5%
+951.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.1% |
| 7D | +2.4% | +3.8% | -1.5% | -0.1% |
| 30D | +1.4% | -5.7% | +7.1% | +5.5% |
| 3M | -8.2% | -1.4% | -6.8% | -6.4% |
| 6M | +127.0% | +4.1% | +122.9% | +124.7% |
| YTD | +209.1% | +21.7% | +187.4% | +177.3% |
| 1Y | +365.4% | +36.1% | +329.3% | +293.5% |
| 3Y | +1,135.4% | +154.4% | +981.0% | +635.6% |
| All | +1,069.0% | +117.5% | +951.5% | +623.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling