+698.5%
STX vs FSLR
+30.3%
+668.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.6% |
| 7D | +16.8% | -12.0% | +28.8% | +19.5% |
| 30D | -27.0% | -7.7% | -19.4% | -26.2% |
| 3M | -37.9% | -24.0% | -13.9% | -34.9% |
| 6M | -32.5% | -24.4% | -8.0% | -29.0% |
| YTD | +98.6% | -34.0% | +132.6% | +111.6% |
| 1Y | +93.6% | -35.6% | +129.2% | +107.0% |
| All | +698.5% | +30.3% | +668.2% | +654.9% |
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