+207.0%
C vs FSLR
+429.3%
-222.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.2% | -14.8% | +19.0% | +7.1% |
| 30D | +2.0% | -4.3% | +6.3% | +2.6% |
| 3M | -10.1% | -23.4% | +13.3% | -6.2% |
| 6M | +1.0% | -26.9% | +27.9% | +5.5% |
| YTD | +8.5% | -34.4% | +42.9% | +14.3% |
| 1Y | +25.7% | -33.2% | +58.9% | +31.8% |
| 3Y | +216.0% | +28.1% | +187.9% | +169.1% |
| 5Y | +112.3% | +54.5% | +57.8% | +62.3% |
| All | +207.0% | +429.3% | -222.3% | +56.5% |
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 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