-5.5%
SAP vs FSLR
-33.7%
+28.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -1.4% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +8.8% | +1.8% | +7.1% | +8.8% |
| 3M | +12.1% | -24.4% | +36.5% | +12.4% |
| 6M | +34.6% | -17.7% | +52.3% | +33.8% |
| YTD | -2.1% | -30.7% | +28.6% | 0.0% |
| 1Y | -5.5% | -33.6% | +28.1% | -3.4% |
| All | -5.5% | -33.7% | +28.2% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling