+26.4%
FISV vs STLD
+779.4%
-753.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +22.3% | -9.7% | +32.0% | +25.1% |
| 30D | +39.2% | -4.5% | +43.7% | +40.3% |
| 3M | +21.2% | -13.1% | +34.3% | +24.7% |
| 6M | +14.5% | -2.8% | +17.2% | +14.0% |
| YTD | -5.4% | +35.3% | -40.8% | -14.5% |
| 1Y | -0.3% | +51.4% | -51.7% | -12.5% |
| 3Y | -46.8% | +117.9% | -164.7% | -59.0% |
| 5Y | -36.2% | +272.6% | -308.8% | -59.6% |
| 10Y | +26.4% | +782.2% | -755.8% | -43.9% |
| All | +26.4% | +779.4% | -753.0% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling