+11,995.4%
JBL vs STLD
+8,684.3%
+3,311.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +3.0% | +3.1% | -0.1% | +1.7% |
| 30D | -8.3% | -9.0% | +0.7% | -5.1% |
| 3M | -16.9% | -12.4% | -4.5% | -13.3% |
| 6M | +21.8% | +25.5% | -3.7% | +11.0% |
| YTD | +36.3% | +43.6% | -7.3% | +17.7% |
| 1Y | +49.5% | +87.2% | -37.7% | +16.4% |
| 3Y | +170.6% | +135.2% | +35.4% | +88.9% |
| 5Y | +408.4% | +290.9% | +117.5% | +180.4% |
| 10Y | +1,450.4% | +1,113.5% | +336.9% | +427.3% |
| All | +11,995.4% | +8,684.3% | +3,311.1% | +1,215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling