+140.2%
STLD vs JAAA
+18.9%
+121.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -2.0% |
| 7D | +3.1% | +0.2% | +3.0% | +2.2% |
| 30D | -9.0% | +0.5% | -9.5% | -11.5% |
| 3M | -12.4% | +1.3% | -13.6% | -18.0% |
| 6M | +25.5% | +2.7% | +22.8% | +9.3% |
| YTD | +43.6% | +3.2% | +40.4% | +22.1% |
| 1Y | +87.2% | +4.9% | +82.3% | +46.6% |
| All | +140.2% | +18.9% | +121.3% | +58.1% |
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 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