+1,152.0%
JBL vs STLD
+779.4%
+372.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.7% |
| 7D | -5.2% | -9.7% | +4.5% | -0.5% |
| 30D | -17.5% | -4.5% | -13.0% | -15.6% |
| 3M | -26.0% | -13.1% | -12.9% | -21.3% |
| 6M | -28.9% | -2.8% | -26.1% | -28.6% |
| YTD | +10.8% | +35.3% | -24.5% | -4.8% |
| 1Y | +18.3% | +51.4% | -33.1% | -3.5% |
| 3Y | +102.2% | +117.9% | -15.7% | +34.9% |
| 5Y | +303.2% | +272.6% | +30.6% | +95.3% |
| 10Y | +1,152.0% | +782.2% | +369.8% | +229.9% |
| All | +1,152.0% | +779.4% | +372.7% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling