+420.9%
FSLR vs SBAC
+111.6%
+309.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -12.0% | -2.7% | -9.3% | -11.3% |
| 30D | -7.7% | +3.3% | -10.9% | -8.7% |
| 3M | -24.0% | +3.3% | -27.3% | -25.0% |
| 6M | -24.4% | -10.9% | -13.5% | -22.5% |
| YTD | -34.0% | -1.0% | -33.1% | -35.1% |
| 1Y | -35.6% | -4.5% | -31.1% | -35.9% |
| 3Y | +28.7% | -8.7% | +37.4% | +27.3% |
| 5Y | +55.3% | -40.6% | +95.9% | +75.5% |
| All | +420.9% | +111.6% | +309.2% | +288.4% |
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