+166.1%
B vs FSLR
+32.4%
+133.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +9.6% | +15.3% | -5.7% | +6.9% |
| 30D | +3.5% | +11.7% | -8.1% | +1.5% |
| 3M | -1.6% | -17.6% | +16.0% | +1.4% |
| 6M | -1.7% | -7.7% | +6.1% | -0.5% |
| YTD | -5.3% | -23.0% | +17.7% | -2.6% |
| 1Y | +27.2% | -26.0% | +53.3% | +31.4% |
| 3Y | +166.1% | +36.9% | +129.3% | +124.9% |
| All | +166.1% | +32.4% | +133.7% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling