+74.9%
FSLR vs STLA
-70.1%
+144.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +15.3% | -4.5% | +19.9% | +17.0% |
| 30D | +11.7% | -3.9% | +15.6% | +12.6% |
| 3M | -17.6% | -20.2% | +2.6% | -11.9% |
| 6M | -7.7% | -42.2% | +34.4% | +9.7% |
| YTD | -23.0% | -59.3% | +36.3% | +1.4% |
| 1Y | -26.0% | -56.1% | +30.0% | -5.9% |
| 3Y | +36.9% | -73.7% | +110.5% | +100.6% |
| All | +74.9% | -70.1% | +144.9% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling