+116.4%
FSLR vs STT
+145.1%
-28.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | -13.7% | +3.9% | -17.5% | -14.8% |
| 3M | -35.1% | +20.0% | -55.0% | -38.9% |
| 6M | +3.6% | +55.3% | -51.7% | -10.2% |
| YTD | -21.7% | +53.3% | -75.1% | -32.3% |
| 1Y | +1.3% | +74.7% | -73.4% | -16.0% |
| 3Y | +9.7% | +205.8% | -196.1% | -25.2% |
| All | +116.4% | +145.1% | -28.7% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling