+9,423.5%
STX vs JCI
+719.6%
+8,703.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | -5.9% | -11.4% | -14.1% |
| 30D | -35.9% | -10.4% | -25.6% | -31.5% |
| 3M | -37.3% | -6.1% | -31.2% | -34.6% |
| 6M | -35.8% | +1.7% | -37.5% | -35.2% |
| YTD | +82.7% | +18.9% | +63.9% | +70.3% |
| 1Y | +71.6% | +16.1% | +55.5% | +62.2% |
| 3Y | +635.3% | +187.8% | +447.4% | +341.2% |
| 5Y | +483.8% | +103.2% | +380.6% | +307.6% |
| 10Y | +1,967.8% | +288.2% | +1,679.6% | +910.3% |
| All | +9,423.5% | +719.6% | +8,703.9% | +2,173.5% |
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