+116.4%
FSLR vs STLD
+292.4%
-176.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | 0.0% | +3.1% | -3.2% | -0.9% |
| 30D | -13.7% | -9.0% | -4.7% | -11.5% |
| 3M | -35.1% | -12.4% | -22.7% | -32.8% |
| 6M | +3.6% | +25.5% | -21.9% | -3.2% |
| YTD | -21.7% | +43.6% | -65.4% | -29.9% |
| 1Y | +1.3% | +87.2% | -85.9% | -15.9% |
| 3Y | +9.7% | +135.2% | -125.5% | -19.0% |
| All | +116.4% | +292.4% | -176.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling