-51.1%
FIS vs STLD
+59.7%
-110.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.0% | -20.6% | -23.6% |
| 7D | -18.4% | -3.9% | -14.5% | -18.3% |
| 30D | -11.4% | -0.4% | -11.0% | -11.2% |
| 3M | -32.0% | -9.2% | -22.8% | -32.3% |
| 6M | -35.6% | +5.0% | -40.6% | -35.2% |
| YTD | -53.8% | +42.8% | -96.6% | -54.3% |
| 1Y | -51.1% | +60.1% | -111.1% | -52.9% |
| All | -51.1% | +59.7% | -110.7% | -52.9% |
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