+487.0%
FITB vs STLD
+8,008.3%
-7,521.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -1.5% | -11.1% | +9.6% | +2.6% |
| 30D | +5.8% | -4.8% | +10.6% | +7.5% |
| 3M | -6.1% | -14.6% | +8.4% | -1.3% |
| 6M | +5.9% | -7.4% | +13.3% | +7.6% |
| YTD | +16.1% | +32.6% | -16.5% | +3.0% |
| 1Y | +28.8% | +47.3% | -18.5% | +10.1% |
| 3Y | +126.0% | +107.5% | +18.5% | +66.8% |
| 5Y | +45.3% | +268.8% | -223.5% | -15.9% |
| 10Y | +255.4% | +883.3% | -627.9% | +44.1% |
| All | +487.0% | +8,008.3% | -7,521.4% | +35.9% |
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 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