+10.5%
SBUX vs FSLR
+64.7%
-54.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +0.2% | -8.4% | +8.6% | +1.1% |
| 30D | +19.1% | -0.9% | +20.0% | +19.0% |
| 3M | +3.6% | -26.1% | +29.7% | +6.9% |
| 6M | +5.1% | -23.6% | +28.8% | +7.1% |
| YTD | +32.9% | -31.8% | +64.7% | +36.5% |
| 1Y | +30.4% | -32.6% | +63.0% | +34.0% |
| 3Y | +13.0% | +33.0% | -20.0% | +0.6% |
| 5Y | +10.5% | +56.8% | -46.2% | -17.8% |
| All | +10.5% | +64.7% | -54.1% | -17.8% |
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