+1,447.6%
JBL vs STLD
+1,072.4%
+375.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +4.4% | +2.7% | +1.8% | +3.0% |
| 30D | -8.4% | -8.4% | 0.0% | -5.0% |
| 3M | -14.2% | -9.9% | -4.3% | -10.9% |
| 6M | +29.6% | +33.0% | -3.4% | +12.7% |
| YTD | +37.1% | +42.6% | -5.5% | +15.1% |
| 1Y | +49.5% | +80.8% | -31.3% | +12.2% |
| 3Y | +192.7% | +143.4% | +49.3% | +85.7% |
| 5Y | +411.3% | +293.4% | +117.9% | +141.6% |
| 10Y | +1,447.6% | +1,080.4% | +367.2% | +292.0% |
| All | +1,447.6% | +1,072.4% | +375.2% | +292.0% |
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