+526.6%
FSLR vs SBAC
+96.3%
+430.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.3% |
| 7D | +15.3% | +1.2% | +14.1% | +14.9% |
| 30D | +11.7% | +11.2% | +0.5% | +7.9% |
| 3M | -17.6% | +4.5% | -22.1% | -18.9% |
| 6M | -7.7% | -12.2% | +4.4% | -5.0% |
| YTD | -23.0% | -0.1% | -22.9% | -24.5% |
| 1Y | -26.0% | -0.3% | -25.8% | -27.4% |
| 3Y | +36.9% | -8.7% | +45.6% | +35.5% |
| 5Y | +72.9% | -40.2% | +113.1% | +94.8% |
| All | +526.6% | +96.3% | +430.3% | +394.0% |
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