+372.9%
STM vs FSLR
+734.5%
-361.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | -13.7% | +12.7% | +2.7% |
| 3M | -33.3% | -35.1% | +1.8% | -25.2% |
| 6M | +57.4% | +3.6% | +53.7% | +56.9% |
| YTD | +102.2% | -21.7% | +123.9% | +114.4% |
| 1Y | +99.6% | +1.3% | +98.3% | +96.6% |
| 3Y | +14.5% | +9.7% | +4.8% | +3.9% |
| 5Y | +21.4% | +117.4% | -96.0% | -11.2% |
| 10Y | +695.0% | +435.5% | +259.5% | +338.5% |
| All | +372.9% | +734.5% | -361.6% | +134.5% |
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