-26.2%
FSLR vs SAN
+14.7%
-40.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.5% |
| 7D | +15.3% | +4.9% | +10.4% | +13.3% |
| 30D | +11.7% | -13.0% | +24.7% | +17.0% |
| 3M | -17.6% | -18.9% | +1.3% | -11.6% |
| 6M | -7.7% | -4.1% | -3.6% | -5.6% |
| YTD | -23.0% | +2.6% | -25.6% | -28.4% |
| All | -26.2% | +14.7% | -40.9% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling