+726.4%
FSLR vs SRE
+460.8%
+265.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -13.7% | -0.7% | -12.9% | -13.7% |
| 3M | -35.1% | -6.3% | -28.8% | -33.2% |
| 6M | +3.6% | -10.7% | +14.3% | +9.2% |
| YTD | -21.7% | -3.5% | -18.3% | -21.4% |
| 1Y | +1.3% | +5.3% | -4.0% | -3.6% |
| 3Y | +9.7% | +31.8% | -22.1% | -13.4% |
| 5Y | +117.4% | +47.4% | +70.0% | +56.5% |
| 10Y | +435.5% | +120.6% | +314.9% | +151.3% |
| All | +726.4% | +460.8% | +265.6% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling