+502.1%
FICO vs STLD
+864.5%
-362.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.5% | +3.2% |
| 7D | -0.3% | -12.5% | +12.2% | +3.7% |
| 30D | +1.7% | -6.8% | +8.6% | +3.7% |
| 3M | -35.2% | -16.4% | -18.8% | -31.8% |
| 6M | -33.7% | -6.1% | -27.5% | -33.1% |
| YTD | -58.2% | +32.0% | -90.1% | -62.5% |
| 1Y | -56.6% | +45.5% | -102.1% | -62.4% |
| 3Y | -24.0% | +106.5% | -130.5% | -43.4% |
| 5Y | +86.1% | +267.2% | -181.1% | +7.3% |
| All | +502.1% | +864.5% | -362.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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