+1,883.6%
STX vs FSLR
+498.1%
+1,385.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.7% |
| 7D | -28.5% | +15.3% | -43.8% | -30.6% |
| 30D | -42.9% | +11.7% | -54.6% | -44.2% |
| 3M | -45.9% | -17.6% | -28.3% | -44.2% |
| 6M | -41.3% | -7.7% | -33.6% | -40.6% |
| YTD | +67.9% | -23.0% | +90.9% | +74.4% |
| 1Y | +66.5% | -26.0% | +92.6% | +74.2% |
| 3Y | +588.0% | +36.9% | +551.1% | +507.6% |
| 5Y | +449.1% | +72.9% | +376.1% | +337.4% |
| All | +1,883.6% | +498.1% | +1,385.5% | +1,097.6% |
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