+454.3%
FSLR vs SAN
+338.5%
+115.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +6.8% | +3.3% | +3.5% | +5.6% |
| 30D | -14.7% | +1.1% | -15.8% | -15.1% |
| 3M | -22.6% | +22.2% | -44.8% | -27.6% |
| 6M | +12.7% | +36.0% | -23.3% | +1.4% |
| YTD | -18.4% | +28.2% | -46.6% | -26.0% |
| 1Y | +4.9% | +54.1% | -49.2% | -10.9% |
| 3Y | +16.4% | +354.2% | -337.8% | -32.2% |
| 5Y | +123.5% | +387.3% | -263.8% | +22.7% |
| 10Y | +454.3% | +334.8% | +119.5% | +192.6% |
| All | +454.3% | +338.5% | +115.8% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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