+1,148.2%
JBL vs STLD
+761.4%
+386.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -0.7% |
| 7D | +6.3% | +2.9% | +3.4% | +4.9% |
| 30D | -13.5% | -5.6% | -7.9% | -11.0% |
| 3M | -31.3% | -11.7% | -19.6% | -27.5% |
| 6M | -28.4% | -2.8% | -25.7% | -28.2% |
| YTD | +11.6% | +36.4% | -24.9% | -4.6% |
| 1Y | +26.1% | +50.0% | -23.9% | +3.2% |
| 3Y | +97.4% | +122.3% | -25.0% | +30.3% |
| 5Y | +301.0% | +273.2% | +27.8% | +93.7% |
| All | +1,148.2% | +761.4% | +386.8% | +248.8% |
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