+76.9%
FICO vs STLD
+255.4%
-178.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -0.9% | -11.1% | +10.2% | +1.5% |
| 30D | +3.3% | -4.8% | +8.1% | +4.3% |
| 3M | -31.7% | -14.6% | -17.2% | -29.6% |
| 6M | -34.0% | -7.4% | -26.6% | -33.4% |
| YTD | -58.3% | +32.6% | -90.9% | -61.6% |
| 1Y | -57.9% | +47.3% | -105.3% | -62.3% |
| 3Y | -24.1% | +107.5% | -131.6% | -39.1% |
| All | +76.9% | +255.4% | -178.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling