-4.6%
STM vs FSLR
+53.9%
-58.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +12.0% | -14.8% | +26.8% | +17.3% |
| 30D | -0.4% | -4.3% | +3.9% | +0.6% |
| 3M | -13.2% | -23.4% | +10.2% | -6.7% |
| 6M | -26.1% | -26.9% | +0.9% | -18.9% |
| YTD | +81.2% | -34.4% | +115.6% | +102.6% |
| 1Y | +98.3% | -33.2% | +131.5% | +119.9% |
| 3Y | +16.7% | +28.1% | -11.3% | -1.6% |
| All | -4.6% | +53.9% | -58.4% | -33.2% |
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