+28.1%
FSLR vs STRL
+341.0%
-313.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | -14.8% | +15.7% | -30.4% | -17.2% |
| 30D | -4.3% | -35.5% | +31.2% | +2.3% |
| 3M | -23.4% | -47.1% | +23.8% | -15.3% |
| 6M | -26.9% | -65.8% | +38.8% | -12.9% |
| YTD | -34.4% | -4.5% | -29.9% | -36.3% |
| 1Y | -33.2% | -10.5% | -22.7% | -34.5% |
| 3Y | +28.1% | +340.6% | -312.6% | +4.9% |
| All | +28.1% | +341.0% | -313.0% | +4.9% |
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