-55.3%
FIS vs STLD
+779.4%
-834.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.9% |
| 7D | -29.4% | -9.7% | -19.7% | -27.5% |
| 30D | -16.7% | -4.5% | -12.2% | -15.8% |
| 3M | -33.0% | -13.1% | -19.9% | -30.8% |
| 6M | -33.3% | -2.8% | -30.6% | -33.5% |
| YTD | -56.0% | +35.3% | -91.3% | -60.1% |
| 1Y | -54.6% | +51.4% | -106.0% | -60.0% |
| 3Y | -40.6% | +117.9% | -158.6% | -54.3% |
| 5Y | -71.9% | +272.6% | -344.5% | -82.1% |
| 10Y | -55.3% | +782.2% | -837.5% | -79.9% |
| All | -55.3% | +779.4% | -834.7% | -79.9% |
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 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