+3,676.0%
STX vs FSLR
+464.5%
+3,211.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.3% | +2.2% | +5.6% |
| 7D | +10.7% | +6.8% | +3.9% | +9.3% |
| 30D | +11.3% | -14.7% | +26.0% | +14.6% |
| 3M | +3.2% | -22.6% | +25.8% | +8.3% |
| 6M | +157.0% | +12.7% | +144.3% | +151.8% |
| YTD | +229.2% | -18.4% | +247.6% | +239.3% |
| 1Y | +381.8% | +4.9% | +376.9% | +374.9% |
| 3Y | +1,383.2% | +16.4% | +1,366.8% | +1,256.9% |
| 5Y | +1,144.9% | +123.5% | +1,021.4% | +847.2% |
| 10Y | +3,676.0% | +454.3% | +3,221.7% | +2,154.0% |
| All | +3,676.0% | +464.5% | +3,211.6% | +2,154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling