+726.4%
FSLR vs STRL
+1,951.8%
-1,225.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -3.0% |
| 7D | 0.0% | +3.4% | -3.4% | -1.0% |
| 30D | -13.7% | -9.2% | -4.4% | -11.7% |
| 3M | -35.1% | -51.0% | +16.0% | -22.5% |
| 6M | +3.6% | +15.8% | -12.1% | -6.3% |
| YTD | -21.7% | +58.9% | -80.6% | -35.8% |
| 1Y | +1.3% | +68.5% | -67.2% | -19.3% |
| 3Y | +9.7% | +485.2% | -475.5% | -44.2% |
| 5Y | +117.4% | +2,005.1% | -1,887.7% | -27.2% |
| 10Y | +435.5% | +7,118.0% | -6,682.5% | +4.0% |
| All | +726.4% | +1,951.8% | -1,225.4% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling