+726.4%
FSLR vs SAN
+159.9%
+566.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.8% |
| 30D | -13.7% | +2.0% | -15.6% | -14.5% |
| 3M | -35.1% | +19.7% | -54.8% | -40.3% |
| 6M | +3.6% | +30.6% | -27.0% | -9.1% |
| YTD | -21.7% | +28.8% | -50.6% | -32.0% |
| 1Y | +1.3% | +57.8% | -56.5% | -20.5% |
| 3Y | +9.7% | +338.1% | -328.4% | -48.4% |
| 5Y | +117.4% | +384.2% | -266.9% | -8.8% |
| 10Y | +435.5% | +353.1% | +82.3% | +102.8% |
| All | +726.4% | +159.9% | +566.5% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling