-71.4%
FIS vs STLD
+255.4%
-326.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -25.5% | -11.1% | -14.3% | -23.6% |
| 30D | -15.1% | -4.8% | -10.3% | -14.2% |
| 3M | -32.1% | -14.6% | -17.6% | -30.1% |
| 6M | -36.1% | -7.4% | -28.7% | -35.5% |
| YTD | -55.4% | +32.6% | -88.0% | -58.7% |
| 1Y | -53.9% | +47.3% | -101.2% | -58.4% |
| 3Y | -39.8% | +107.5% | -147.3% | -51.7% |
| All | -71.4% | +255.4% | -326.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling