+6,780.6%
STX vs FSLR
+734.5%
+6,046.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -8.2% | -35.1% | +26.9% | -0.2% |
| 6M | +127.0% | +3.6% | +123.4% | +125.5% |
| YTD | +209.1% | -21.7% | +230.9% | +221.7% |
| 1Y | +365.4% | +1.3% | +364.1% | +360.3% |
| 3Y | +1,135.4% | +9.7% | +1,125.7% | +1,032.4% |
| 5Y | +991.5% | +117.4% | +874.1% | +732.7% |
| 10Y | +3,695.8% | +435.5% | +3,260.3% | +2,116.7% |
| All | +6,780.6% | +734.5% | +6,046.1% | +3,242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling