+495.8%
FSLR vs STZ
+3.4%
+492.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.4% |
| 7D | +15.3% | +4.9% | +10.4% | +13.4% |
| 30D | +11.7% | +20.9% | -9.2% | +4.0% |
| 3M | -17.6% | +8.0% | -25.6% | -20.2% |
| 6M | -7.7% | -5.3% | -2.4% | -6.9% |
| YTD | -23.0% | +5.9% | -28.9% | -25.9% |
| 1Y | -26.0% | +14.2% | -40.3% | -30.9% |
| 3Y | +36.9% | -37.0% | +73.8% | +57.0% |
| 5Y | +72.9% | -29.7% | +102.6% | +89.1% |
| All | +495.8% | +3.4% | +492.4% | +497.9% |
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