+691.3%
FSLR vs STLD
+2,278.1%
-1,586.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | +4.2% |
| 7D | +10.7% | -12.5% | +23.1% | +17.5% |
| 30D | +8.9% | -6.8% | +15.7% | +12.2% |
| 3M | -17.3% | -16.4% | -1.0% | -11.1% |
| 6M | -10.8% | -6.1% | -4.6% | -9.3% |
| YTD | -25.1% | +32.0% | -57.0% | -36.1% |
| 1Y | -29.4% | +45.5% | -74.9% | -42.6% |
| 3Y | +28.8% | +106.5% | -77.7% | -17.4% |
| 5Y | +68.3% | +267.2% | -198.9% | -25.0% |
| 10Y | +502.7% | +878.9% | -376.2% | +31.1% |
| All | +691.3% | +2,278.1% | -1,586.9% | -18.9% |
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