-67.5%
FCEL vs STLD
+127.2%
-194.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.0% |
| 7D | +14.8% | +6.9% | +7.9% | +11.2% |
| 30D | -33.9% | -1.5% | -32.4% | -33.0% |
| 3M | -52.7% | -9.7% | -43.0% | -50.4% |
| 6M | -40.0% | +2.3% | -42.4% | -42.1% |
| YTD | +40.2% | +41.0% | -0.8% | +14.6% |
| 1Y | +32.9% | +51.8% | -18.9% | +4.9% |
| All | -67.5% | +127.2% | -194.6% | -81.1% |
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