-47.5%
FISV vs STLD
+119.8%
-167.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.1% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | +38.4% | -5.6% | +44.0% | +39.1% |
| 3M | +14.9% | -11.7% | +26.6% | +16.5% |
| 6M | +21.8% | -2.8% | +24.6% | +21.6% |
| YTD | -5.0% | +36.4% | -41.5% | -11.5% |
| 1Y | -1.2% | +50.0% | -51.2% | -9.5% |
| 3Y | -47.5% | +122.3% | -169.8% | -55.3% |
| All | -47.5% | +119.8% | -167.3% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling