+592.8%
FSLR vs SRE
+435.2%
+157.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -14.8% | +1.8% | -16.5% | -15.6% |
| 30D | -4.3% | -3.0% | -1.3% | -3.0% |
| 3M | -23.4% | -7.3% | -16.1% | -20.5% |
| 6M | -26.9% | -11.9% | -15.1% | -22.6% |
| YTD | -34.4% | -7.9% | -26.5% | -32.5% |
| 1Y | -33.2% | -11.1% | -22.1% | -29.8% |
| 3Y | +28.1% | +24.8% | +3.3% | +4.1% |
| 5Y | +54.5% | +52.4% | +2.1% | +8.7% |
| 10Y | +434.6% | +127.9% | +306.7% | +142.8% |
| All | +592.8% | +435.2% | +157.5% | +46.4% |
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