+726.4%
FSLR vs SBAC
+648.1%
+78.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -13.7% | +6.9% | -20.6% | -16.9% |
| 3M | -35.1% | -8.2% | -26.9% | -32.7% |
| 6M | +3.6% | -1.6% | +5.3% | +0.7% |
| YTD | -21.7% | -0.1% | -21.6% | -25.0% |
| 1Y | +1.3% | -0.5% | +1.7% | -3.0% |
| 3Y | +9.7% | -9.1% | +18.8% | +6.0% |
| 5Y | +117.4% | -43.8% | +161.1% | +168.8% |
| 10Y | +435.5% | +80.5% | +355.0% | +167.2% |
| All | +726.4% | +648.1% | +78.3% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling