+4.9%
FSLR vs STRL
+73.8%
-68.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +3.6% |
| 7D | +6.8% | +10.1% | -3.3% | +4.4% |
| 30D | -14.7% | -8.2% | -6.5% | -13.4% |
| 3M | -22.6% | -43.7% | +21.1% | -12.7% |
| 6M | +12.7% | +27.1% | -14.4% | +2.8% |
| YTD | -18.4% | +64.0% | -82.4% | -31.5% |
| 1Y | +4.9% | +75.2% | -70.2% | -7.5% |
| All | +4.9% | +73.8% | -68.9% | -7.5% |
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