+9,211.5%
JBL vs STLD
+8,008.3%
+1,203.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -12.3% | -11.1% | -1.2% | -8.2% |
| 30D | -20.2% | -4.8% | -15.4% | -18.5% |
| 3M | -30.6% | -14.6% | -16.1% | -26.5% |
| 6M | -35.8% | -7.4% | -28.4% | -34.3% |
| YTD | +4.9% | +32.6% | -27.6% | -6.6% |
| 1Y | +11.3% | +47.3% | -36.0% | -4.8% |
| 3Y | +89.1% | +107.5% | -18.4% | +38.7% |
| 5Y | +272.1% | +268.8% | +3.2% | +110.6% |
| 10Y | +1,150.2% | +883.3% | +266.9% | +360.2% |
| All | +9,211.5% | +8,008.3% | +1,203.2% | +944.1% |
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