-54.3%
FIS vs STLD
+790.2%
-844.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.9% |
| 7D | -3.5% | +6.9% | -10.4% | -5.1% |
| 30D | -19.4% | -1.5% | -18.0% | -19.1% |
| 3M | -31.6% | -9.7% | -21.9% | -30.0% |
| 6M | -32.5% | +2.3% | -34.9% | -33.5% |
| YTD | -56.0% | +41.0% | -97.0% | -60.5% |
| 1Y | -55.5% | +51.8% | -107.4% | -60.9% |
| 3Y | -41.3% | +126.4% | -167.7% | -55.2% |
| 5Y | -72.3% | +285.7% | -358.0% | -82.5% |
| All | -54.3% | +790.2% | -844.5% | -79.6% |
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