+495.8%
FSLR vs STRL
+3,580.1%
-3,084.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.7% | +2.0% |
| 7D | +15.3% | -26.9% | +42.2% | +21.9% |
| 30D | +11.7% | -52.7% | +64.3% | +29.9% |
| 3M | -17.6% | -52.8% | +35.2% | -4.7% |
| 6M | -7.7% | -71.5% | +63.7% | +18.2% |
| YTD | -23.0% | -17.4% | -5.6% | -25.3% |
| 1Y | -26.0% | -35.0% | +8.9% | -24.5% |
| 3Y | +36.9% | +239.2% | -202.4% | -12.9% |
| 5Y | +72.9% | +830.2% | -757.2% | -17.8% |
| All | +495.8% | +3,580.1% | -3,084.3% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling