+123.5%
FSLR vs SBAC
-43.9%
+167.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| 3M | -22.6% | -5.1% | -17.5% | -21.8% |
| 6M | +12.7% | -2.1% | +14.8% | +12.2% |
| YTD | -18.4% | -0.5% | -17.9% | -19.3% |
| 1Y | +4.9% | +1.1% | +3.8% | +3.0% |
| 3Y | +16.4% | -7.4% | +23.8% | +15.0% |
| 5Y | +123.5% | -44.3% | +167.8% | +145.2% |
| All | +123.5% | -43.9% | +167.4% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling