+713.0%
FSLR vs SAN
+106.9%
+606.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +5.0% | +3.8% |
| 7D | +15.3% | +4.9% | +10.4% | +12.7% |
| 30D | +11.7% | -13.0% | +24.7% | +19.0% |
| 3M | -17.6% | -18.9% | +1.3% | -9.3% |
| 6M | -7.7% | -4.1% | -3.6% | -6.1% |
| YTD | -23.0% | +2.6% | -25.6% | -25.6% |
| 1Y | -26.0% | +16.9% | -43.0% | -32.9% |
| 3Y | +36.9% | +239.1% | -202.2% | -27.4% |
| 5Y | +72.9% | +266.8% | -193.9% | -17.0% |
| 10Y | +519.3% | +246.0% | +273.2% | +168.1% |
| All | +713.0% | +106.9% | +606.1% | +292.2% |
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