+75.1%
SAP vs FSLR
+32.4%
+42.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.3% |
| 7D | -0.7% | +15.3% | -16.0% | -1.4% |
| 30D | +11.1% | +11.7% | -0.6% | +10.4% |
| 3M | +17.0% | -17.6% | +34.7% | +18.1% |
| 6M | +34.8% | -7.7% | +42.6% | +34.6% |
| YTD | -2.2% | -23.0% | +20.8% | -1.3% |
| 1Y | -6.4% | -26.0% | +19.6% | -5.4% |
| 3Y | +75.1% | +36.9% | +38.3% | +70.3% |
| All | +75.1% | +32.4% | +42.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling