+713.0%
FSLR vs STZ
+507.9%
+205.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.5% |
| 7D | +15.3% | +4.9% | +10.4% | +13.1% |
| 30D | +11.7% | +20.9% | -9.2% | +3.1% |
| 3M | -17.6% | +8.0% | -25.6% | -20.6% |
| 6M | -7.7% | -5.3% | -2.4% | -7.0% |
| YTD | -23.0% | +5.9% | -28.9% | -26.3% |
| 1Y | -26.0% | +14.2% | -40.3% | -31.4% |
| 3Y | +36.9% | -37.0% | +73.8% | +58.6% |
| 5Y | +72.9% | -29.7% | +102.6% | +89.8% |
| 10Y | +519.3% | +5.2% | +514.1% | +443.9% |
| All | +713.0% | +507.9% | +205.1% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling