+673.8%
STX vs FSLR
+29.6%
+644.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +14.6% | -14.8% | +29.4% | +18.0% |
| 30D | -26.0% | -4.3% | -21.7% | -25.6% |
| 3M | -42.6% | -23.4% | -19.2% | -39.9% |
| 6M | -35.3% | -26.9% | -8.3% | -31.5% |
| YTD | +92.5% | -34.4% | +126.9% | +105.3% |
| 1Y | +102.4% | -33.2% | +135.6% | +115.4% |
| 3Y | +673.8% | +28.1% | +645.8% | +632.3% |
| All | +673.8% | +29.6% | +644.2% | +632.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling