+157.6%
B vs FSLR
+117.9%
+39.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.6% |
| 3M | +5.0% | -35.1% | +40.1% | +10.9% |
| 6M | -3.5% | +3.6% | -7.2% | -3.8% |
| YTD | +4.5% | -21.7% | +26.2% | +6.9% |
| 1Y | +67.8% | +1.3% | +66.5% | +67.1% |
| 3Y | +196.7% | +9.7% | +187.0% | +182.7% |
| All | +157.6% | +117.9% | +39.7% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling