+4.9%
FSLR vs SAN
+55.7%
-50.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +6.8% | +3.3% | +3.5% | +5.9% |
| 30D | -14.7% | +1.1% | -15.8% | -15.0% |
| 3M | -22.6% | +22.2% | -44.8% | -26.0% |
| 6M | +12.7% | +36.0% | -23.3% | +6.4% |
| YTD | -18.4% | +28.2% | -46.6% | -25.6% |
| 1Y | +4.9% | +54.1% | -49.2% | -3.3% |
| All | +4.9% | +55.7% | -50.8% | -3.3% |
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