+105.4%
FSLR vs SRE
+48.6%
+56.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.6% |
| 7D | +0.2% | +1.5% | -1.2% | -0.1% |
| 30D | -15.1% | +0.8% | -16.0% | -15.5% |
| 3M | -22.5% | -5.8% | -16.8% | -21.4% |
| 6M | +4.0% | -7.8% | +11.8% | +5.9% |
| YTD | -22.3% | -2.4% | -19.9% | -22.3% |
| 1Y | 0.0% | +8.9% | -8.9% | -3.5% |
| 3Y | +10.9% | +31.1% | -20.2% | -5.4% |
| 5Y | +105.4% | +48.6% | +56.8% | +78.0% |
| All | +105.4% | +48.6% | +56.8% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling