+22.9%
FISV vs STLD
+790.2%
-767.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.6% |
| 7D | -2.0% | +6.9% | -8.8% | -3.6% |
| 30D | +31.8% | -1.5% | +33.3% | +31.8% |
| 3M | +19.3% | -9.7% | +29.0% | +21.6% |
| 6M | +12.1% | +2.3% | +9.7% | +10.1% |
| YTD | -8.4% | +41.0% | -49.5% | -18.0% |
| 1Y | -4.5% | +51.8% | -56.3% | -16.2% |
| 3Y | -49.4% | +126.4% | -175.8% | -61.4% |
| 5Y | -39.0% | +285.7% | -324.7% | -61.8% |
| All | +22.9% | +790.2% | -767.4% | -46.7% |
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 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