-3.0%
FISV vs STLD
+1,092.9%
-1,095.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -6.4% | -2.8% | -3.6% | -5.7% |
| 30D | -6.8% | -10.4% | +3.6% | -4.5% |
| 3M | -10.0% | -10.6% | +0.6% | -7.8% |
| 6M | -20.6% | +32.7% | -53.3% | -27.0% |
| YTD | -27.6% | +42.8% | -70.4% | -35.0% |
| 1Y | -64.3% | +86.9% | -151.3% | -70.4% |
| 3Y | -60.0% | +143.8% | -203.8% | -69.9% |
| 5Y | -57.7% | +293.5% | -351.2% | -73.4% |
| 10Y | -3.0% | +1,122.7% | -1,125.6% | -59.7% |
| All | -3.0% | +1,092.9% | -1,095.8% | -59.7% |
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