+495.8%
FSLR vs STLD
+868.9%
-373.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +15.3% | -11.1% | +26.5% | +19.4% |
| 30D | +11.7% | -4.8% | +16.4% | +13.1% |
| 3M | -17.6% | -14.6% | -3.1% | -14.1% |
| 6M | -7.7% | -7.4% | -0.3% | -6.2% |
| YTD | -23.0% | +32.6% | -55.6% | -30.4% |
| 1Y | -26.0% | +47.3% | -73.4% | -35.3% |
| 3Y | +36.9% | +107.5% | -70.7% | +3.1% |
| 5Y | +72.9% | +268.8% | -195.9% | +3.7% |
| All | +495.8% | +868.9% | -373.1% | +155.1% |
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