+521.1%
JPM vs STLD
+868.9%
-347.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -0.8% | -11.1% | +10.4% | +3.7% |
| 30D | +1.5% | -4.8% | +6.3% | +3.2% |
| 3M | -5.7% | -14.6% | +8.9% | -0.6% |
| 6M | +7.2% | -7.4% | +14.6% | +8.8% |
| YTD | +5.8% | +32.6% | -26.8% | -7.6% |
| 1Y | +8.8% | +47.3% | -38.5% | -9.0% |
| 3Y | +147.4% | +107.5% | +39.9% | +74.0% |
| 5Y | +125.3% | +268.8% | -143.5% | +15.2% |
| All | +521.1% | +868.9% | -347.8% | +72.6% |
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