+214.8%
SAP vs FSLR
+498.1%
-283.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.5% |
| 7D | -0.7% | +15.3% | -16.0% | -2.4% |
| 30D | +11.1% | +11.7% | -0.6% | +9.5% |
| 3M | +17.0% | -17.6% | +34.7% | +19.5% |
| 6M | +34.8% | -7.7% | +42.6% | +34.6% |
| YTD | -2.2% | -23.0% | +20.8% | -0.6% |
| 1Y | -6.4% | -26.0% | +19.6% | -4.5% |
| 3Y | +75.1% | +36.9% | +38.3% | +55.5% |
| 5Y | +69.8% | +72.9% | -3.1% | +38.9% |
| All | +214.8% | +498.1% | -283.3% | +101.8% |
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