+631.5%
FSLR vs STT
+311.3%
+320.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -6.0% | -5.7% |
| 7D | -2.6% | +1.1% | -3.8% | -3.2% |
| 30D | +1.8% | -1.9% | +3.7% | +2.4% |
| 3M | -24.4% | -7.6% | -16.8% | -22.4% |
| 6M | -17.7% | +16.0% | -33.7% | -22.5% |
| YTD | -30.7% | +36.2% | -66.9% | -39.0% |
| 1Y | -33.6% | +46.8% | -80.4% | -43.1% |
| 3Y | +35.1% | +177.8% | -142.7% | -10.2% |
| 5Y | +63.1% | +105.8% | -42.8% | +16.7% |
| 10Y | +466.4% | +197.6% | +268.9% | +229.4% |
| All | +631.5% | +311.3% | +320.2% | +192.9% |
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