+224.0%
SAP vs FSLR
+458.2%
-234.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.9% |
| 7D | +1.5% | -2.6% | +4.1% | +1.8% |
| 30D | +8.8% | +1.8% | +7.1% | +8.4% |
| 3M | +12.1% | -24.4% | +36.5% | +15.6% |
| 6M | +34.6% | -17.7% | +52.3% | +36.2% |
| YTD | -2.1% | -30.7% | +28.6% | +0.8% |
| 1Y | -5.5% | -33.6% | +28.1% | -2.3% |
| 3Y | +67.4% | +35.1% | +32.3% | +48.3% |
| 5Y | +74.6% | +63.1% | +11.5% | +43.5% |
| 10Y | +224.0% | +466.4% | -242.4% | +110.6% |
| All | +224.0% | +458.2% | -234.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 FSLR 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