+454.3%
FSLR vs STZ
-14.3%
+468.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +9.9% | +6.3% |
| 7D | +6.8% | -7.4% | +14.2% | +9.7% |
| 30D | -14.7% | -10.9% | -3.8% | -11.3% |
| 3M | -22.6% | -13.4% | -9.1% | -18.8% |
| 6M | +12.7% | -16.2% | +28.9% | +18.7% |
| YTD | -18.4% | -10.4% | -7.9% | -16.4% |
| 1Y | +4.9% | -14.8% | +19.7% | +9.4% |
| 3Y | +16.4% | -50.1% | +66.5% | +46.8% |
| 5Y | +123.5% | -38.8% | +162.3% | +157.8% |
| 10Y | +454.3% | -14.1% | +468.4% | +473.1% |
| All | +454.3% | -14.3% | +468.6% | +473.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling