+655.0%
STLD vs JAAA
+30.2%
+624.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -9.7% | +0.1% | -9.7% | -9.8% |
| 30D | -4.5% | +0.4% | -4.9% | -5.2% |
| 3M | -13.1% | +1.1% | -14.2% | -14.7% |
| 6M | -2.8% | +2.3% | -5.0% | -6.4% |
| YTD | +35.3% | +3.9% | +31.4% | +26.9% |
| 1Y | +51.4% | +4.8% | +46.6% | +40.1% |
| 3Y | +117.9% | +18.4% | +99.5% | +86.6% |
| 5Y | +272.6% | +27.4% | +245.2% | +211.2% |
| All | +655.0% | +30.2% | +624.8% | +450.8% |
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