+190.2%
B vs FSLR
+424.2%
-234.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -13.7% | +23.1% | +11.2% |
| 3M | +5.0% | -35.1% | +40.1% | +9.9% |
| 6M | -3.5% | +3.6% | -7.2% | -3.9% |
| YTD | +4.5% | -21.7% | +26.2% | +6.6% |
| 1Y | +67.8% | +1.3% | +66.5% | +67.0% |
| 3Y | +196.7% | +9.7% | +187.0% | +185.3% |
| 5Y | +151.9% | +117.4% | +34.6% | +125.0% |
| All | +190.2% | +424.2% | -234.1% | +134.4% |
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