+1,559.3%
ASML vs FSLR
+432.1%
+1,127.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -1.5% |
| 7D | +10.4% | -12.0% | +22.3% | +14.1% |
| 30D | -12.7% | -7.7% | -5.1% | -11.1% |
| 3M | -17.2% | -24.0% | +6.8% | -11.5% |
| 6M | -1.3% | -24.4% | +23.1% | +5.3% |
| YTD | +40.8% | -34.0% | +74.8% | +53.7% |
| 1Y | +45.2% | -35.6% | +80.8% | +59.2% |
| 3Y | +131.8% | +28.7% | +103.1% | +93.4% |
| 5Y | +84.0% | +55.3% | +28.7% | +34.2% |
| All | +1,559.3% | +432.1% | +1,127.2% | +761.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling