+2,104.9%
FISV vs STLD
+8,008.3%
-5,903.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.1% |
| 7D | +25.7% | -11.1% | +36.8% | +28.7% |
| 30D | +38.8% | -4.8% | +43.6% | +39.8% |
| 3M | +16.2% | -14.6% | +30.8% | +19.6% |
| 6M | +12.1% | -7.4% | +19.5% | +12.8% |
| YTD | -6.4% | +32.6% | -39.0% | -13.4% |
| 1Y | +2.0% | +47.3% | -45.3% | -7.9% |
| 3Y | -47.4% | +107.5% | -155.0% | -57.0% |
| 5Y | -37.3% | +268.8% | -306.2% | -56.1% |
| 10Y | +28.4% | +883.3% | -854.9% | -31.6% |
| All | +2,104.9% | +8,008.3% | -5,903.5% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling