+2,598.7%
JPM vs STLD
+8,684.3%
-6,085.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +0.3% | +3.1% | -2.9% | -0.8% |
| 30D | -0.2% | -9.0% | +8.8% | +2.6% |
| 3M | +15.9% | -12.4% | +28.2% | +20.1% |
| 6M | +20.9% | +25.5% | -4.6% | +11.1% |
| YTD | +12.9% | +43.6% | -30.7% | -1.1% |
| 1Y | +20.3% | +87.2% | -66.9% | -3.9% |
| 3Y | +160.9% | +135.2% | +25.7% | +89.1% |
| 5Y | +154.8% | +290.9% | -136.0% | +49.6% |
| 10Y | +591.1% | +1,113.5% | -522.4% | +166.4% |
| All | +2,598.7% | +8,684.3% | -6,085.6% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling