+3,637.8%
STX vs FSLR
+721.0%
+2,916.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.7% |
| 7D | -28.5% | +15.3% | -43.8% | -30.6% |
| 30D | -42.9% | +11.7% | -54.6% | -44.2% |
| 3M | -45.9% | -17.6% | -28.3% | -44.2% |
| 6M | -41.3% | -7.7% | -33.6% | -40.7% |
| YTD | +67.9% | -23.0% | +90.9% | +74.5% |
| 1Y | +66.5% | -26.0% | +92.6% | +74.5% |
| 3Y | +588.0% | +36.9% | +551.1% | +502.9% |
| 5Y | +449.1% | +72.9% | +376.1% | +337.7% |
| 10Y | +1,982.8% | +519.3% | +1,463.6% | +1,083.7% |
| All | +3,637.8% | +721.0% | +2,916.8% | +1,713.3% |
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 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