+454.3%
FSLR vs STT
+264.2%
+190.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | +6.8% | +2.2% | +4.6% | +6.0% |
| 30D | -14.7% | +3.9% | -18.6% | -16.0% |
| 3M | -22.6% | +19.2% | -41.7% | -27.6% |
| 6M | +12.7% | +60.4% | -47.7% | -5.7% |
| YTD | -18.4% | +51.5% | -69.8% | -30.7% |
| 1Y | +4.9% | +76.3% | -71.3% | -15.7% |
| 3Y | +16.4% | +200.7% | -184.4% | -24.6% |
| 5Y | +123.5% | +157.5% | -34.0% | +47.3% |
| 10Y | +454.3% | +262.0% | +192.3% | +200.5% |
| All | +454.3% | +264.2% | +190.2% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling