+381.8%
STX vs FSLR
+3.4%
+378.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.3% | +2.2% | +4.7% |
| 7D | +10.7% | +6.8% | +3.9% | +7.7% |
| 30D | +11.3% | -14.7% | +26.0% | +18.5% |
| 3M | +3.2% | -22.6% | +25.8% | +14.1% |
| 6M | +157.0% | +12.7% | +144.3% | +147.1% |
| YTD | +229.2% | -18.4% | +247.6% | +245.0% |
| 1Y | +381.8% | +4.9% | +376.9% | +345.8% |
| All | +381.8% | +3.4% | +378.5% | +345.8% |
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