-55.5%
FIS vs STLD
+55.9%
-111.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -6.1% |
| 7D | -3.5% | +6.9% | -10.4% | -3.8% |
| 30D | -19.4% | -1.5% | -18.0% | -19.2% |
| 3M | -31.6% | -9.7% | -21.9% | -31.9% |
| 6M | -32.5% | +2.3% | -34.9% | -32.0% |
| YTD | -56.0% | +41.0% | -97.0% | -56.3% |
| 1Y | -55.5% | +51.8% | -107.4% | -56.8% |
| All | -55.5% | +55.9% | -111.5% | -56.8% |
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