-32.6%
FSLR vs SBAC
-2.9%
-29.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.4% | -2.8% | -5.6% | -8.2% |
| 30D | -0.9% | +3.1% | -4.0% | -1.2% |
| 3M | -26.1% | +5.1% | -31.2% | -26.6% |
| 6M | -23.6% | -11.4% | -12.2% | -23.4% |
| YTD | -31.8% | +0.2% | -32.0% | -29.1% |
| 1Y | -32.6% | -3.9% | -28.6% | -27.9% |
| All | -32.6% | -2.9% | -29.7% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling