+105.5%
B vs FSLR
+53.9%
+51.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -7.3% | -14.8% | +7.5% | -5.2% |
| 30D | -3.3% | -4.3% | +1.0% | -2.7% |
| 3M | -7.8% | -23.4% | +15.6% | -4.4% |
| 6M | -15.5% | -26.9% | +11.4% | -12.0% |
| YTD | -12.3% | -34.4% | +22.1% | -8.0% |
| 1Y | +5.4% | -33.2% | +38.6% | +10.2% |
| 3Y | +165.5% | +28.1% | +137.5% | +151.0% |
| All | +105.5% | +53.9% | +51.7% | +83.6% |
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 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