+9,323.8%
FICO vs STLD
+8,684.3%
+639.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -16.3% |
| 7D | -19.2% | +3.1% | -22.3% | -19.8% |
| 30D | -14.6% | -9.0% | -5.6% | -12.7% |
| 3M | -20.1% | -12.4% | -7.7% | -17.9% |
| 6M | -36.3% | +25.5% | -61.8% | -40.9% |
| YTD | -44.9% | +43.6% | -88.5% | -50.8% |
| 1Y | -38.6% | +87.2% | -125.8% | -49.2% |
| 3Y | +4.0% | +135.2% | -131.3% | -20.9% |
| 5Y | +99.5% | +290.9% | -191.3% | +27.9% |
| 10Y | +604.7% | +1,113.5% | -508.8% | +214.5% |
| All | +9,323.8% | +8,684.3% | +639.5% | +2,143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling