-55.5%
FIS vs STLD
+804.7%
-860.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.0% |
| 7D | -27.4% | -4.7% | -22.7% | -26.5% |
| 30D | -16.8% | -0.9% | -15.9% | -16.6% |
| 3M | -32.6% | -11.9% | -20.8% | -30.7% |
| 6M | -33.4% | +0.9% | -34.3% | -34.2% |
| YTD | -56.0% | +40.4% | -96.5% | -60.5% |
| 1Y | -55.1% | +56.6% | -111.7% | -60.8% |
| 3Y | -41.4% | +125.5% | -166.9% | -55.3% |
| 5Y | -72.7% | +292.8% | -365.5% | -82.8% |
| 10Y | -55.5% | +787.1% | -842.5% | -80.0% |
| All | -55.5% | +804.7% | -860.2% | -80.0% |
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