+681.6%
SBUX vs FSLR
+603.3%
+78.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -2.0% |
| 7D | +1.0% | -12.0% | +13.0% | +2.7% |
| 30D | +16.6% | -7.7% | +24.3% | +17.7% |
| 3M | -0.6% | -24.0% | +23.5% | +2.8% |
| 6M | +1.8% | -24.4% | +26.3% | +4.4% |
| YTD | +29.7% | -34.0% | +63.7% | +34.5% |
| 1Y | +26.1% | -35.6% | +61.7% | +30.9% |
| 3Y | +10.3% | +28.7% | -18.4% | -0.4% |
| 5Y | +7.6% | +55.3% | -47.7% | -8.6% |
| 10Y | +146.7% | +437.4% | -290.7% | +64.7% |
| All | +681.6% | +603.3% | +78.3% | +423.3% |
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 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