+701.2%
STLD vs JAAA
+29.3%
+671.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +3.1% | +0.2% | +3.0% | +2.8% |
| 30D | -9.0% | +0.5% | -9.5% | -9.8% |
| 3M | -12.4% | +1.3% | -13.6% | -14.3% |
| 6M | +25.5% | +2.7% | +22.8% | +20.0% |
| YTD | +43.6% | +3.2% | +40.4% | +36.3% |
| 1Y | +87.2% | +4.9% | +82.3% | +73.2% |
| 3Y | +135.2% | +19.0% | +116.2% | +103.2% |
| 5Y | +290.9% | +26.8% | +264.1% | +228.3% |
| All | +701.2% | +29.3% | +671.9% | +491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling