+67.9%
FSLR vs STLD
+269.6%
-201.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.3% |
| 7D | +5.3% | -9.7% | +14.9% | +8.1% |
| 30D | +7.8% | -4.5% | +12.3% | +8.9% |
| 3M | -23.4% | -13.1% | -10.3% | -20.7% |
| 6M | -12.9% | -2.8% | -10.1% | -12.7% |
| YTD | -26.7% | +35.3% | -62.0% | -33.4% |
| 1Y | -28.4% | +51.4% | -79.8% | -37.0% |
| 3Y | +44.6% | +117.9% | -73.4% | +8.6% |
| 5Y | +67.9% | +272.6% | -204.7% | +1.7% |
| All | +67.9% | +269.6% | -201.7% | +1.7% |
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