-99.0%
FCEL vs STLD
+779.4%
-878.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.6% |
| 7D | +3.0% | -9.7% | +12.7% | +8.8% |
| 30D | -40.0% | -4.5% | -35.4% | -38.2% |
| 3M | -47.0% | -13.1% | -34.0% | -43.3% |
| 6M | -21.0% | -2.8% | -18.3% | -21.3% |
| YTD | +48.0% | +35.3% | +12.7% | +25.5% |
| 1Y | +43.9% | +51.4% | -7.5% | +15.6% |
| 3Y | -67.5% | +117.9% | -185.4% | -78.7% |
| 5Y | -96.7% | +272.6% | -369.3% | -98.3% |
| 10Y | -99.0% | +782.2% | -881.2% | -99.7% |
| All | -99.0% | +779.4% | -878.4% | -99.7% |
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