-2.7%
SBUX vs FSLR
+116.7%
-119.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -2.8% |
| 7D | -3.9% | +6.8% | -10.7% | -4.6% |
| 30D | -2.8% | -14.7% | +11.9% | -1.2% |
| 3M | +8.2% | -22.6% | +30.8% | +11.0% |
| 6M | +4.3% | +12.7% | -8.5% | +1.4% |
| YTD | +23.3% | -18.4% | +41.7% | +24.5% |
| 1Y | +24.3% | +4.9% | +19.3% | +20.6% |
| 3Y | +15.5% | +16.4% | -0.9% | +6.1% |
| 5Y | -2.7% | +123.5% | -126.2% | -29.6% |
| All | -2.7% | +116.7% | -119.4% | -29.6% |
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