+150.6%
JPM vs STLD
+127.2%
+23.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +1.6% | +6.9% | -5.2% | -0.3% |
| 30D | +3.4% | -1.5% | +4.9% | +3.7% |
| 3M | -5.7% | -9.7% | +4.0% | -3.3% |
| 6M | +13.5% | +2.3% | +11.2% | +11.4% |
| YTD | +8.4% | +41.0% | -32.6% | -4.7% |
| 1Y | +9.1% | +51.8% | -42.8% | -6.5% |
| All | +150.6% | +127.2% | +23.4% | +90.8% |
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