+980.5%
JCI vs STLD
+8,684.3%
-7,703.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +3.8% | +3.1% | +0.7% | +2.9% |
| 30D | -5.7% | -9.0% | +3.3% | -3.5% |
| 3M | -1.4% | -12.4% | +11.0% | +1.6% |
| 6M | +4.1% | +25.5% | -21.4% | -2.5% |
| YTD | +21.7% | +43.6% | -21.9% | +9.8% |
| 1Y | +36.1% | +87.2% | -51.1% | +14.1% |
| 3Y | +154.4% | +135.2% | +19.2% | +97.9% |
| 5Y | +112.0% | +290.9% | -178.8% | +40.6% |
| 10Y | +322.2% | +1,113.5% | -791.2% | +98.2% |
| All | +980.5% | +8,684.3% | -7,703.8% | +137.5% |
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