-71.1%
FIS vs STLD
+291.0%
-362.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | -11.8% | -0.1% | -11.8% | -11.8% |
| 3M | -28.5% | -9.2% | -19.4% | -27.3% |
| 6M | -27.0% | +1.8% | -28.8% | -27.8% |
| YTD | -53.1% | +42.1% | -95.2% | -57.2% |
| 1Y | -52.8% | +58.5% | -111.3% | -58.0% |
| 3Y | -37.5% | +128.2% | -165.7% | -51.0% |
| 5Y | -71.1% | +288.2% | -359.3% | -80.9% |
| All | -71.1% | +291.0% | -362.1% | -80.9% |
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 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