+176.2%
SAP vs FSLR
+464.5%
-288.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.0% | -2.2% |
| 7D | -0.3% | +6.8% | -7.1% | -1.1% |
| 30D | +2.6% | -14.7% | +17.3% | +4.6% |
| 3M | +16.3% | -22.6% | +38.8% | +19.5% |
| 6M | +6.4% | +12.7% | -6.3% | +3.5% |
| YTD | -11.4% | -18.4% | +6.9% | -10.4% |
| 1Y | -20.4% | +4.9% | -25.3% | -22.5% |
| 3Y | +56.5% | +16.4% | +40.1% | +43.1% |
| 5Y | +56.8% | +123.5% | -66.7% | +23.5% |
| 10Y | +176.2% | +454.3% | -278.1% | +77.4% |
| All | +176.2% | +464.5% | -288.3% | +77.4% |
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