+35.1%
FSLR vs SRE
+23.3%
+11.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.1% | -5.5% |
| 7D | -2.6% | -8.2% | +5.5% | -1.3% |
| 30D | +1.8% | -3.6% | +5.4% | +2.3% |
| 3M | -24.4% | -6.3% | -18.1% | -23.7% |
| 6M | -17.7% | -13.0% | -4.7% | -16.1% |
| YTD | -30.7% | -9.2% | -21.5% | -30.0% |
| 1Y | -33.6% | -13.1% | -20.5% | -32.4% |
| 3Y | +35.1% | +22.4% | +12.7% | +15.2% |
| All | +35.1% | +23.3% | +11.8% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling