+107.5%
STLD vs JAAA
+18.6%
+88.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.2% |
| 7D | -11.1% | +0.2% | -11.3% | -11.9% |
| 30D | -4.8% | +0.4% | -5.2% | -6.9% |
| 3M | -14.6% | +1.2% | -15.8% | -19.8% |
| 6M | -7.4% | +2.3% | -9.8% | -18.2% |
| YTD | +32.6% | +3.9% | +28.7% | +8.2% |
| 1Y | +47.3% | +4.8% | +42.5% | +14.9% |
| 3Y | +107.5% | +18.5% | +89.0% | +17.2% |
| All | +107.5% | +18.6% | +88.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling