+33.1%
FSLR vs STRL
+358.3%
-325.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.4% |
| 7D | -8.4% | +7.1% | -15.5% | -10.0% |
| 30D | -0.9% | -39.4% | +38.5% | +7.3% |
| 3M | -26.1% | -43.0% | +16.9% | -19.5% |
| 6M | -23.6% | -65.0% | +41.4% | -9.3% |
| YTD | -31.8% | -0.8% | -31.0% | -34.3% |
| 1Y | -32.6% | -20.3% | -12.3% | -32.7% |
| All | +33.1% | +358.3% | -325.2% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling