+684.7%
STLD vs JAAA
+29.3%
+655.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -3.6% | +0.1% | -3.7% | -3.8% |
| 30D | -10.1% | +0.4% | -10.5% | -10.8% |
| 3M | -11.4% | +1.2% | -12.7% | -13.3% |
| 6M | +30.8% | +2.7% | +28.2% | +25.1% |
| YTD | +40.7% | +3.2% | +37.5% | +33.5% |
| 1Y | +80.8% | +4.8% | +75.9% | +67.5% |
| 3Y | +140.2% | +19.0% | +121.2% | +107.5% |
| 5Y | +288.5% | +26.8% | +261.7% | +226.4% |
| All | +684.7% | +29.3% | +655.4% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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