-70.9%
FCEL vs STLD
+105.6%
-176.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.5% | +11.1% | +11.3% |
| 7D | -11.2% | -11.1% | -0.1% | -5.8% |
| 30D | -45.8% | -4.8% | -41.0% | -44.1% |
| 3M | -51.0% | -14.6% | -36.4% | -47.3% |
| 6M | -22.2% | -7.4% | -14.8% | -20.9% |
| YTD | +36.3% | +32.6% | +3.7% | +14.9% |
| 1Y | +29.0% | +47.3% | -18.3% | +3.4% |
| 3Y | -70.9% | +107.5% | -178.4% | -81.5% |
| All | -70.9% | +105.6% | -176.5% | -81.5% |
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