-38.4%
FIS vs STLD
+104.7%
-143.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.3% | -0.4% |
| 7D | -21.2% | -12.5% | -8.7% | -19.9% |
| 30D | -12.1% | -6.8% | -5.2% | -11.3% |
| 3M | -30.6% | -16.4% | -14.2% | -29.4% |
| 6M | -35.5% | -6.1% | -29.4% | -35.2% |
| YTD | -54.4% | +32.0% | -86.3% | -56.4% |
| 1Y | -52.9% | +45.5% | -98.4% | -55.7% |
| All | -38.4% | +104.7% | -143.1% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling