-15.7%
STM vs FSLR
+70.5%
-86.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.6% |
| 7D | -10.7% | +15.3% | -26.1% | -14.7% |
| 30D | -25.7% | +11.7% | -37.4% | -28.3% |
| 3M | -21.6% | -17.6% | -3.9% | -17.3% |
| 6M | -27.8% | -7.7% | -20.1% | -25.8% |
| YTD | +61.8% | -23.0% | +84.8% | +72.8% |
| 1Y | +78.1% | -26.0% | +104.1% | +91.6% |
| 3Y | +4.9% | +36.9% | -32.0% | -13.2% |
| All | -15.7% | +70.5% | -86.2% | -43.2% |
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