+1,758.4%
FISV vs STLD
+8,684.3%
-6,925.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -0.3% | +3.1% | -3.5% | -1.1% |
| 30D | -2.1% | -9.0% | +6.9% | -0.3% |
| 3M | -5.7% | -12.4% | +6.6% | -3.4% |
| 6M | -15.3% | +25.5% | -40.8% | -20.2% |
| YTD | -21.1% | +43.6% | -64.7% | -28.0% |
| 1Y | -61.1% | +87.2% | -148.3% | -66.7% |
| 3Y | -56.8% | +135.2% | -192.1% | -65.5% |
| 5Y | -54.2% | +290.9% | -345.0% | -68.2% |
| 10Y | +1.6% | +1,113.5% | -1,111.9% | -48.1% |
| All | +1,758.4% | +8,684.3% | -6,925.9% | +344.6% |
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