+49.5%
JBL vs STLD
+89.3%
-39.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | +3.0% | +3.1% | -0.1% | +1.4% |
| 30D | -8.3% | -9.0% | +0.7% | -4.3% |
| 3M | -16.9% | -12.4% | -4.5% | -11.3% |
| 6M | +21.8% | +25.5% | -3.7% | +6.3% |
| YTD | +36.3% | +43.6% | -7.3% | +11.1% |
| 1Y | +49.5% | +87.2% | -37.7% | +12.9% |
| All | +49.5% | +89.3% | -39.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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