+98.4%
FSLR vs STLA
+263.8%
-165.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | 0.0% | +2.6% | -2.6% | -0.7% |
| 30D | -13.7% | -1.2% | -12.4% | -13.5% |
| 3M | -35.1% | -24.8% | -10.3% | -30.3% |
| 6M | +3.6% | -25.6% | +29.2% | +10.9% |
| YTD | -21.7% | -48.9% | +27.2% | -8.7% |
| 1Y | +1.3% | -38.8% | +40.0% | +11.7% |
| 3Y | +9.7% | -64.5% | +74.2% | +35.9% |
| 5Y | +117.4% | -62.4% | +179.8% | +160.2% |
| 10Y | +435.5% | +55.4% | +380.1% | +375.0% |
| All | +98.4% | +263.8% | -165.4% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling