+438.4%
FSLR vs STT
+199.5%
+238.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | -8.4% | +0.4% | -8.9% | -8.7% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -26.1% | -6.5% | -19.6% | -24.4% |
| 6M | -23.6% | +17.2% | -40.8% | -28.3% |
| YTD | -31.8% | +38.2% | -70.0% | -40.2% |
| 1Y | -32.6% | +49.3% | -81.9% | -42.6% |
| 3Y | +33.0% | +181.9% | -148.9% | -12.2% |
| 5Y | +56.8% | +106.9% | -50.1% | +12.4% |
| All | +438.4% | +199.5% | +238.9% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling