-97.0%
FCEL vs STLD
+274.1%
-371.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -3.8% |
| 7D | -2.8% | +2.9% | -5.7% | -4.3% |
| 30D | -31.6% | -5.6% | -26.1% | -29.0% |
| 3M | -52.4% | -11.7% | -40.7% | -49.2% |
| 6M | -51.4% | -2.8% | -48.6% | -51.8% |
| YTD | +32.4% | +36.4% | -4.0% | +8.6% |
| 1Y | +37.5% | +50.0% | -12.5% | +6.9% |
| 3Y | -69.3% | +122.3% | -191.6% | -81.6% |
| All | -97.0% | +274.1% | -371.1% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling