-56.6%
FICO vs STLD
+47.9%
-104.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.5% | +1.5% |
| 7D | -0.3% | -12.5% | +12.2% | +0.8% |
| 30D | +1.7% | -6.8% | +8.6% | +2.2% |
| 3M | -35.2% | -16.4% | -18.8% | -35.4% |
| 6M | -33.7% | -6.1% | -27.5% | -33.5% |
| YTD | -58.2% | +32.0% | -90.1% | -58.5% |
| 1Y | -56.6% | +45.5% | -102.1% | -57.4% |
| All | -56.6% | +47.9% | -104.5% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling