+78.8%
SAP vs FSLR
+51.6%
+27.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | +0.3% |
| 7D | -3.9% | -12.0% | +8.1% | -2.8% |
| 30D | +6.5% | -7.7% | +14.2% | +7.2% |
| 3M | +14.7% | -24.0% | +38.7% | +17.3% |
| 6M | +39.9% | -24.4% | +64.4% | +42.3% |
| YTD | -2.0% | -34.0% | +32.1% | +0.8% |
| 1Y | -6.0% | -35.6% | +29.6% | -3.2% |
| 3Y | +67.7% | +28.7% | +39.0% | +51.3% |
| 5Y | +78.8% | +55.3% | +23.4% | +46.2% |
| All | +78.8% | +51.6% | +27.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling