-26.0%
FSLR vs STLD
+59.7%
-85.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.7% | +5.7% |
| 7D | +10.3% | -3.9% | +14.3% | +11.9% |
| 30D | +10.4% | -0.4% | +10.8% | +10.4% |
| 3M | -20.2% | -9.2% | -11.0% | -17.4% |
| 6M | -8.0% | +5.0% | -13.0% | -10.4% |
| YTD | -25.5% | +42.8% | -68.3% | -38.1% |
| 1Y | -26.0% | +60.1% | -86.0% | -45.7% |
| All | -26.0% | +59.7% | -85.6% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling