+1,019.5%
STX vs FSLR
+117.9%
+901.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +6.6% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | +1.4% | -13.7% | +15.0% | +3.9% |
| 3M | -8.2% | -35.1% | +26.9% | -1.0% |
| 6M | +127.0% | +3.6% | +123.4% | +126.6% |
| YTD | +209.1% | -21.7% | +230.9% | +220.0% |
| 1Y | +365.4% | +1.3% | +364.1% | +364.7% |
| 3Y | +1,135.4% | +9.7% | +1,125.7% | +1,068.9% |
| All | +1,019.5% | +117.9% | +901.6% | +786.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling