+454.3%
FSLR vs SBAC
+76.8%
+377.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -14.7% | +3.2% | -18.0% | -15.6% |
| 3M | -22.6% | -5.1% | -17.5% | -21.8% |
| 6M | +12.7% | -2.1% | +14.8% | +11.8% |
| YTD | -18.4% | -0.5% | -17.9% | -19.7% |
| 1Y | +4.9% | +1.1% | +3.8% | +2.6% |
| 3Y | +16.4% | -7.4% | +23.8% | +14.8% |
| 5Y | +123.5% | -44.3% | +167.8% | +158.3% |
| 10Y | +454.3% | +77.6% | +376.8% | +325.0% |
| All | +454.3% | +76.8% | +377.5% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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