+726.4%
FSLR vs STLD
+2,488.0%
-1,761.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.7% |
| 7D | 0.0% | +3.1% | -3.2% | -1.6% |
| 30D | -13.7% | -9.0% | -4.7% | -10.2% |
| 3M | -35.1% | -12.4% | -22.7% | -31.5% |
| 6M | +3.6% | +25.5% | -21.9% | -8.0% |
| YTD | -21.7% | +43.6% | -65.4% | -35.4% |
| 1Y | +1.3% | +87.2% | -85.9% | -26.9% |
| 3Y | +9.7% | +135.2% | -125.5% | -33.6% |
| 5Y | +117.4% | +290.9% | -173.5% | -5.8% |
| 10Y | +435.5% | +1,113.5% | -678.0% | +4.0% |
| All | +726.4% | +2,488.0% | -1,761.7% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling