+16.1%
STM vs FSLR
+30.3%
-14.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.4% |
| 7D | +16.3% | -12.0% | +28.3% | +20.6% |
| 30D | -6.3% | -7.7% | +1.4% | -4.3% |
| 3M | -14.1% | -24.0% | +9.9% | -7.4% |
| 6M | -19.6% | -24.4% | +4.9% | -12.3% |
| YTD | +80.1% | -34.0% | +114.2% | +100.8% |
| 1Y | +95.4% | -35.6% | +131.0% | +118.3% |
| All | +16.1% | +30.3% | -14.3% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling