+1,557.1%
ASML vs FSLR
+429.3%
+1,127.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +4.9% | -14.8% | +19.7% | +9.4% |
| 30D | -9.3% | -4.3% | -5.0% | -8.5% |
| 3M | -19.0% | -23.4% | +4.4% | -13.6% |
| 6M | -5.2% | -26.9% | +21.7% | +2.1% |
| YTD | +40.6% | -34.4% | +75.0% | +53.8% |
| 1Y | +47.5% | -33.2% | +80.7% | +60.1% |
| 3Y | +133.9% | +28.1% | +105.8% | +95.4% |
| 5Y | +83.8% | +54.5% | +29.3% | +34.2% |
| All | +1,557.1% | +429.3% | +1,127.8% | +761.7% |
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 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