+447.0%
FSLR vs STLA
+46.8%
+400.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.9% | -2.9% | -4.1% |
| 7D | +0.2% | +0.4% | -0.1% | +0.1% |
| 30D | -15.1% | -5.2% | -9.9% | -13.8% |
| 3M | -22.5% | -24.9% | +2.3% | -15.0% |
| 6M | +4.0% | -25.2% | +29.1% | +13.4% |
| YTD | -22.3% | -51.4% | +29.2% | -3.0% |
| 1Y | 0.0% | -40.7% | +40.7% | +14.6% |
| 3Y | +10.9% | -66.3% | +77.1% | +49.7% |
| 5Y | +105.4% | -63.2% | +168.6% | +160.8% |
| 10Y | +447.0% | +48.7% | +398.3% | +341.1% |
| All | +447.0% | +46.8% | +400.2% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling