+496.9%
FSLR vs STLD
+779.4%
-282.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.4% |
| 7D | +5.3% | -9.7% | +14.9% | +8.4% |
| 30D | +7.8% | -4.5% | +12.3% | +9.1% |
| 3M | -23.4% | -13.1% | -10.3% | -20.5% |
| 6M | -12.9% | -2.8% | -10.1% | -12.8% |
| YTD | -26.7% | +35.3% | -62.0% | -34.2% |
| 1Y | -28.4% | +51.4% | -79.8% | -38.0% |
| 3Y | +44.6% | +117.9% | -73.4% | +6.6% |
| 5Y | +67.9% | +272.6% | -204.7% | -0.6% |
| 10Y | +496.9% | +782.2% | -285.3% | +112.5% |
| All | +496.9% | +779.4% | -282.5% | +112.5% |
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