+661.2%
SBUX vs FSLR
+734.5%
-73.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -1.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -0.9% | -13.7% | +12.8% | +1.0% |
| 3M | +11.6% | -35.1% | +46.7% | +17.6% |
| 6M | +8.8% | +3.6% | +5.1% | +7.0% |
| YTD | +26.3% | -21.7% | +48.0% | +28.4% |
| 1Y | +23.1% | +1.3% | +21.9% | +20.1% |
| 3Y | +15.0% | +9.7% | +5.3% | +6.4% |
| 5Y | +0.4% | +117.4% | -117.0% | -18.5% |
| 10Y | +130.7% | +435.5% | -304.8% | +54.1% |
| All | +661.2% | +734.5% | -73.2% | +399.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling