+98.3%
JNJ vs STLD
+105.6%
-7.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +1.1% | -11.1% | +12.2% | +1.4% |
| 30D | +6.9% | -4.8% | +11.7% | +7.0% |
| 3M | +8.0% | -14.6% | +22.6% | +8.4% |
| 6M | +24.3% | -7.4% | +31.7% | +24.5% |
| YTD | +35.6% | +32.6% | +3.1% | +34.4% |
| 1Y | +51.1% | +47.3% | +3.7% | +49.4% |
| 3Y | +98.3% | +107.5% | -9.3% | +92.3% |
| All | +98.3% | +105.6% | -7.4% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling