+420.9%
FSLR vs STLD
+790.2%
-369.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -12.0% | +6.9% | -18.8% | -13.9% |
| 30D | -7.7% | -1.5% | -6.2% | -7.6% |
| 3M | -24.0% | -9.7% | -14.3% | -22.2% |
| 6M | -24.4% | +2.3% | -26.8% | -25.6% |
| YTD | -34.0% | +41.0% | -75.1% | -41.7% |
| 1Y | -35.6% | +51.8% | -87.4% | -44.4% |
| 3Y | +28.7% | +126.4% | -97.8% | -6.4% |
| 5Y | +55.3% | +285.7% | -230.4% | -9.1% |
| All | +420.9% | +790.2% | -369.4% | +106.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling