+713.0%
FSLR vs STT
+294.7%
+418.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +15.3% | -2.5% | +17.8% | +16.4% |
| 30D | +11.7% | -5.0% | +16.6% | +13.8% |
| 3M | -17.6% | -10.5% | -7.1% | -14.3% |
| 6M | -7.7% | +10.0% | -17.7% | -11.3% |
| YTD | -23.0% | +30.7% | -53.7% | -31.1% |
| 1Y | -26.0% | +43.8% | -69.8% | -36.1% |
| 3Y | +36.9% | +168.1% | -131.2% | -7.7% |
| 5Y | +72.9% | +101.4% | -28.5% | +24.8% |
| 10Y | +519.3% | +211.3% | +308.0% | +253.9% |
| All | +713.0% | +294.7% | +418.3% | +230.9% |
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 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