-26.0%
FSLR vs STZ
+13.3%
-39.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.1% |
| 7D | +15.3% | +4.9% | +10.4% | +14.3% |
| 30D | +11.7% | +20.9% | -9.2% | +7.4% |
| 3M | -17.6% | +8.0% | -25.6% | -19.0% |
| 6M | -7.7% | -5.3% | -2.4% | -5.9% |
| YTD | -23.0% | +5.9% | -28.9% | -28.6% |
| 1Y | -26.0% | +14.2% | -40.3% | -30.4% |
| All | -26.0% | +13.3% | -39.3% | -30.4% |
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