-91.7%
FCEL vs STLD
+292.4%
-384.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | -15.8% | +3.1% | -19.0% | -17.8% |
| 30D | -29.3% | -9.0% | -20.3% | -26.1% |
| 3M | -30.1% | -12.4% | -17.8% | -26.7% |
| 6M | +74.4% | +25.5% | +48.9% | +49.9% |
| YTD | +104.5% | +43.6% | +60.9% | +62.5% |
| 1Y | +281.4% | +87.2% | +194.2% | +162.9% |
| 3Y | -66.1% | +135.2% | -201.3% | -80.3% |
| All | -91.7% | +292.4% | -384.1% | -96.4% |
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