+13.3%
FSLR vs STZ
-47.2%
+60.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | -13.7% | -1.9% | -11.8% | -13.2% |
| 3M | -35.1% | -6.2% | -28.9% | -34.1% |
| 6M | +3.6% | -14.0% | +17.6% | +7.8% |
| YTD | -21.7% | -5.1% | -16.6% | -21.6% |
| 1Y | +1.3% | -9.6% | +10.8% | +2.8% |
| All | +13.3% | -47.2% | +60.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling