-99.8%
FCEL vs STLD
+8,684.3%
-8,784.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | -15.8% | +3.1% | -19.0% | -17.4% |
| 30D | -29.3% | -9.0% | -20.3% | -26.7% |
| 3M | -30.1% | -12.4% | -17.8% | -27.5% |
| 6M | +74.4% | +25.5% | +48.9% | +56.0% |
| YTD | +104.5% | +43.6% | +60.9% | +72.3% |
| 1Y | +281.4% | +87.2% | +194.2% | +187.4% |
| 3Y | -66.1% | +135.2% | -201.3% | -77.2% |
| 5Y | -91.9% | +290.9% | -382.7% | -95.7% |
| 10Y | -99.2% | +1,113.5% | -1,212.7% | -99.8% |
| All | -99.8% | +8,684.3% | -8,784.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling