+11.7%
BABA vs FSLR
+432.1%
-420.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.3% | -3.8% | -6.4% |
| 7D | -12.7% | -12.0% | -0.7% | -10.3% |
| 30D | -14.9% | -7.7% | -7.2% | -13.5% |
| 3M | -24.6% | -24.0% | -0.6% | -20.6% |
| 6M | -29.3% | -24.4% | -4.9% | -26.2% |
| YTD | -35.0% | -34.0% | -1.0% | -30.9% |
| 1Y | -39.7% | -35.6% | -4.1% | -35.7% |
| 3Y | +21.2% | +28.7% | -7.5% | +3.0% |
| 5Y | -39.9% | +55.3% | -95.2% | -54.5% |
| All | +11.7% | +432.1% | -420.4% | -36.6% |
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 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