+55.3%
FSLR vs STRL
+935.0%
-879.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | -12.0% | +23.4% | -35.4% | -15.9% |
| 30D | -7.7% | -39.5% | +31.8% | +0.9% |
| 3M | -24.0% | -45.1% | +21.0% | -15.8% |
| 6M | -24.4% | -64.6% | +40.1% | -8.8% |
| YTD | -34.0% | -1.5% | -32.5% | -38.0% |
| 1Y | -35.6% | -20.8% | -14.8% | -36.7% |
| 3Y | +28.7% | +353.1% | -324.5% | -23.3% |
| 5Y | +55.3% | +942.9% | -887.5% | -38.7% |
| All | +55.3% | +935.0% | -879.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling