+47.5%
FITB vs STLD
+274.1%
-226.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +2.3% |
| 7D | +2.8% | +2.9% | -0.2% | +1.6% |
| 30D | +9.8% | -5.6% | +15.3% | +11.8% |
| 3M | -5.2% | -11.7% | +6.6% | -1.2% |
| 6M | +17.3% | -2.8% | +20.1% | +16.9% |
| YTD | +19.3% | +36.4% | -17.2% | +3.2% |
| 1Y | +32.7% | +50.0% | -17.3% | +10.6% |
| 3Y | +141.6% | +122.3% | +19.3% | +67.7% |
| All | +47.5% | +274.1% | -226.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling