-39.8%
BABA vs FSLR
+53.9%
-93.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -13.8% | -14.8% | +1.0% | -11.1% |
| 30D | -15.1% | -4.3% | -10.8% | -14.4% |
| 3M | -22.7% | -23.4% | +0.6% | -19.0% |
| 6M | -34.7% | -26.9% | -7.7% | -31.5% |
| YTD | -35.0% | -34.4% | -0.6% | -31.1% |
| 1Y | -40.4% | -33.2% | -7.2% | -37.1% |
| 3Y | +21.9% | +28.1% | -6.1% | +2.3% |
| All | -39.8% | +53.9% | -93.6% | -58.7% |
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