+238.2%
FIS vs STLD
+10,286.5%
-10,048.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.3% | +0.5% |
| 7D | -21.2% | -12.5% | -8.7% | -18.7% |
| 30D | -12.1% | -6.8% | -5.2% | -10.6% |
| 3M | -30.6% | -16.4% | -14.2% | -27.9% |
| 6M | -35.5% | -6.1% | -29.4% | -35.1% |
| YTD | -54.4% | +32.0% | -86.3% | -57.8% |
| 1Y | -52.9% | +45.5% | -98.4% | -57.5% |
| 3Y | -38.7% | +106.5% | -145.1% | -50.1% |
| 5Y | -70.4% | +267.2% | -337.6% | -79.5% |
| 10Y | -52.8% | +878.9% | -931.6% | -75.5% |
| All | +238.2% | +10,286.5% | -10,048.3% | -19.2% |
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 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