+195.7%
JNJ vs STLD
+1,072.4%
-876.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.0% |
| 30D | +4.3% | -8.4% | +12.8% | +5.2% |
| 3M | +16.5% | -9.9% | +26.4% | +17.5% |
| 6M | +13.1% | +33.0% | -19.9% | +9.5% |
| YTD | +32.1% | +42.6% | -10.4% | +26.7% |
| 1Y | +54.5% | +80.8% | -26.3% | +44.3% |
| 3Y | +82.5% | +143.4% | -60.9% | +62.3% |
| 5Y | +80.0% | +293.4% | -213.4% | +46.2% |
| 10Y | +195.7% | +1,080.4% | -884.8% | +92.6% |
| All | +195.7% | +1,072.4% | -876.7% | +92.6% |
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