+140.2%
FITB vs STLD
+126.2%
+14.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.7% |
| 7D | +0.5% | -4.7% | +5.1% | +2.1% |
| 30D | +7.0% | -0.9% | +8.0% | +7.1% |
| 3M | -4.4% | -11.9% | +7.5% | -0.3% |
| 6M | +11.6% | +0.9% | +10.6% | +9.6% |
| YTD | +18.6% | +40.4% | -21.8% | +1.2% |
| 1Y | +29.8% | +56.6% | -26.7% | +6.0% |
| All | +140.2% | +126.2% | +14.0% | +60.4% |
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