+1.3%
FSLR vs STZ
-10.2%
+11.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | -13.7% | -1.9% | -11.8% | -13.2% |
| 3M | -35.1% | -6.2% | -28.9% | -34.2% |
| 6M | +3.6% | -14.0% | +17.6% | +7.9% |
| YTD | -21.7% | -5.1% | -16.6% | -23.9% |
| 1Y | +1.3% | -9.6% | +10.8% | -1.4% |
| All | +1.3% | -10.2% | +11.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling