+16,011.1%
STX vs JCI
+739.4%
+15,271.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +5.4% |
| 7D | +2.4% | +3.8% | -1.5% | +0.4% |
| 30D | +1.4% | -5.7% | +7.1% | +4.7% |
| 3M | -8.2% | -1.4% | -6.8% | -6.6% |
| 6M | +127.0% | +4.1% | +122.9% | +125.4% |
| YTD | +209.1% | +21.7% | +187.4% | +182.2% |
| 1Y | +365.4% | +36.1% | +329.3% | +303.9% |
| 3Y | +1,135.4% | +154.4% | +981.0% | +679.1% |
| 5Y | +991.5% | +112.0% | +879.5% | +639.1% |
| 10Y | +3,695.8% | +322.2% | +3,373.6% | +1,658.1% |
| All | +16,011.1% | +739.4% | +15,271.7% | +3,666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling