+726.4%
FSLR vs STT
+363.1%
+363.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -35.1% | +20.0% | -55.0% | -39.5% |
| 6M | +3.6% | +55.3% | -51.7% | -12.4% |
| YTD | -21.7% | +53.3% | -75.1% | -34.0% |
| 1Y | +1.3% | +74.7% | -73.4% | -18.6% |
| 3Y | +9.7% | +205.8% | -196.1% | -29.5% |
| 5Y | +117.4% | +145.0% | -27.6% | +45.6% |
| 10Y | +435.5% | +266.0% | +169.5% | +188.0% |
| All | +726.4% | +363.1% | +363.3% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling