+376.5%
FIS vs STLD
+11,203.3%
-10,826.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +1.1% | +3.1% | -2.1% | +0.4% |
| 30D | -2.2% | -9.0% | +6.8% | -0.3% |
| 3M | +2.1% | -12.4% | +14.5% | +4.6% |
| 6M | -14.7% | +25.5% | -40.2% | -19.9% |
| YTD | -35.7% | +43.6% | -79.3% | -41.7% |
| 1Y | -37.1% | +87.2% | -124.2% | -46.5% |
| 3Y | -20.0% | +135.2% | -155.2% | -36.9% |
| 5Y | -62.1% | +290.9% | -353.0% | -74.2% |
| 10Y | -37.4% | +1,113.5% | -1,150.8% | -69.0% |
| All | +376.5% | +11,203.3% | -10,826.8% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling