+29.0%
FCEL vs STLD
+45.5%
-16.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.5% | +11.1% | +11.3% |
| 7D | -11.2% | -11.1% | -0.1% | -6.0% |
| 30D | -45.8% | -4.8% | -41.0% | -43.9% |
| 3M | -51.0% | -14.6% | -36.4% | -47.5% |
| 6M | -22.2% | -7.4% | -14.8% | -22.2% |
| YTD | +36.3% | +32.6% | +3.7% | +1.0% |
| 1Y | +29.0% | +47.3% | -18.3% | -5.7% |
| All | +29.0% | +45.5% | -16.4% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling