+431.2%
FSLR vs STLD
+1,087.1%
-655.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | 0.0% | +3.1% | -3.2% | -1.0% |
| 30D | -13.7% | -9.0% | -4.7% | -11.4% |
| 3M | -35.1% | -12.4% | -22.7% | -32.7% |
| 6M | +3.6% | +25.5% | -21.9% | -3.9% |
| YTD | -21.7% | +43.6% | -65.4% | -30.7% |
| 1Y | +1.3% | +87.2% | -85.9% | -17.6% |
| 3Y | +9.7% | +135.2% | -125.5% | -20.4% |
| 5Y | +117.4% | +290.9% | -173.5% | +28.2% |
| All | +431.2% | +1,087.1% | -655.9% | +105.0% |
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 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