+17.1%
BABA vs FSLR
+498.1%
-481.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +0.7% |
| 7D | +11.6% | +15.3% | -3.7% | +8.5% |
| 30D | +2.3% | +11.7% | -9.4% | 0.0% |
| 3M | -13.7% | -17.6% | +3.9% | -10.7% |
| 6M | -21.9% | -7.7% | -14.2% | -21.8% |
| YTD | -24.6% | -23.0% | -1.6% | -22.4% |
| 1Y | -34.1% | -26.0% | -8.1% | -31.7% |
| 3Y | +36.3% | +36.9% | -0.6% | +14.7% |
| 5Y | -26.7% | +72.9% | -99.7% | -45.7% |
| All | +17.1% | +498.1% | -481.0% | -35.9% |
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 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