+95.1%
FSLR vs STLA
+189.9%
-94.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +15.3% | -4.5% | +19.9% | +16.6% |
| 30D | +11.7% | -3.9% | +15.6% | +12.4% |
| 3M | -17.6% | -20.2% | +2.6% | -13.3% |
| 6M | -7.7% | -42.2% | +34.4% | +5.3% |
| YTD | -23.0% | -59.3% | +36.3% | -5.3% |
| 1Y | -26.0% | -56.1% | +30.0% | -11.2% |
| 3Y | +36.9% | -73.7% | +110.5% | +81.7% |
| 5Y | +72.9% | -70.3% | +143.2% | +118.8% |
| 10Y | +519.3% | +23.1% | +496.2% | +480.6% |
| All | +95.1% | +189.9% | -94.7% | +68.1% |
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 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