+127.0%
FITB vs STLD
+135.5%
-8.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +0.6% | +3.1% | -2.5% | -0.6% |
| 30D | -4.7% | -9.0% | +4.2% | -1.6% |
| 3M | +6.7% | -12.4% | +19.0% | +11.5% |
| 6M | +12.6% | +25.5% | -12.9% | +1.5% |
| YTD | +19.1% | +43.6% | -24.5% | +1.5% |
| 1Y | +22.6% | +87.2% | -64.6% | -6.3% |
| All | +127.0% | +135.5% | -8.6% | +56.9% |
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