+116.4%
FSLR vs STZ
-33.3%
+149.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.1% |
| 3M | -35.1% | -6.2% | -28.9% | -34.0% |
| 6M | +3.6% | -14.0% | +17.6% | +8.3% |
| YTD | -21.7% | -5.1% | -16.6% | -21.6% |
| 1Y | +1.3% | -9.6% | +10.8% | +3.2% |
| 3Y | +9.7% | -47.2% | +56.9% | +36.1% |
| All | +116.4% | -33.3% | +149.7% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling