+123.8%
STX vs FSLR
-24.3%
+148.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.6% | -12.8% | -10.0% |
| 7D | -20.2% | +10.3% | -30.5% | -23.6% |
| 30D | -37.2% | +10.4% | -47.6% | -39.9% |
| 3M | -34.1% | -20.2% | -13.9% | -27.8% |
| 6M | -24.5% | -8.0% | -16.5% | -22.6% |
| YTD | +102.9% | -25.5% | +128.5% | +122.0% |
| 1Y | +123.8% | -26.0% | +149.8% | +141.0% |
| All | +123.8% | -24.3% | +148.0% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling