+100.9%
JNJ vs STLD
+274.1%
-173.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | +3.5% | +2.9% | +0.5% | +3.3% |
| 30D | +12.5% | -5.6% | +18.1% | +12.8% |
| 3M | +9.6% | -11.7% | +21.3% | +10.1% |
| 6M | +25.3% | -2.8% | +28.1% | +25.3% |
| YTD | +40.3% | +36.4% | +3.8% | +37.9% |
| 1Y | +49.6% | +50.0% | -0.4% | +46.5% |
| 3Y | +110.8% | +122.3% | -11.5% | +100.9% |
| All | +100.9% | +274.1% | -173.1% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling