+244.2%
FITB vs STLD
+868.9%
-624.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -1.0% |
| 7D | -1.5% | -11.1% | +9.6% | +4.4% |
| 30D | +5.8% | -4.8% | +10.6% | +8.1% |
| 3M | -6.1% | -14.6% | +8.4% | +0.8% |
| 6M | +5.9% | -7.4% | +13.3% | +7.9% |
| YTD | +16.1% | +32.6% | -16.5% | -3.3% |
| 1Y | +28.8% | +47.3% | -18.5% | +1.4% |
| 3Y | +126.0% | +107.5% | +18.5% | +40.7% |
| 5Y | +45.3% | +268.8% | -223.5% | -40.9% |
| All | +244.2% | +868.9% | -624.7% | -34.6% |
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 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