+495.8%
FSLR vs STT
+204.5%
+291.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +15.3% | -2.5% | +17.8% | +16.3% |
| 30D | +11.7% | -5.0% | +16.6% | +13.7% |
| 3M | -17.6% | -10.5% | -7.1% | -14.4% |
| 6M | -7.7% | +10.0% | -17.7% | -11.2% |
| YTD | -23.0% | +30.7% | -53.7% | -31.0% |
| 1Y | -26.0% | +43.8% | -69.8% | -36.0% |
| 3Y | +36.9% | +168.1% | -131.2% | -7.6% |
| 5Y | +72.9% | +101.4% | -28.5% | +25.5% |
| All | +495.8% | +204.5% | +291.3% | +260.9% |
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