-58.2%
FISV vs STLD
+141.4%
-199.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | -1.6% | +2.7% | -4.2% | -2.0% |
| 30D | -3.0% | -8.4% | +5.5% | -1.8% |
| 3M | -3.5% | -9.9% | +6.3% | -2.0% |
| 6M | -19.4% | +33.0% | -52.4% | -23.9% |
| YTD | -24.3% | +42.6% | -66.9% | -29.8% |
| 1Y | -62.4% | +80.8% | -143.1% | -66.9% |
| 3Y | -58.2% | +143.4% | -201.6% | -66.2% |
| All | -58.2% | +141.4% | -199.6% | -66.2% |
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 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