-26.0%
FSLR vs STRL
-30.1%
+4.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.5% | +26.1% | +8.9% |
| 7D | +10.3% | -27.1% | +37.4% | +16.6% |
| 30D | +10.4% | -45.8% | +56.2% | +24.5% |
| 3M | -20.2% | -47.6% | +27.5% | -9.8% |
| 6M | -8.0% | -46.4% | +38.4% | +2.6% |
| YTD | -25.5% | -7.4% | -18.2% | -32.0% |
| 1Y | -26.0% | -25.9% | -0.1% | -26.4% |
| All | -26.0% | -30.1% | +4.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling