+208.8%
C vs FSLR
+458.2%
-249.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +1.2% |
| 7D | -0.4% | -2.6% | +2.3% | 0.0% |
| 30D | -5.2% | +1.8% | -6.9% | -5.7% |
| 3M | -9.1% | -24.4% | +15.3% | -4.9% |
| 6M | -1.6% | -17.7% | +16.1% | +0.6% |
| YTD | +6.9% | -30.7% | +37.7% | +11.6% |
| 1Y | +23.0% | -33.6% | +56.6% | +29.2% |
| 3Y | +216.1% | +35.1% | +181.0% | +166.6% |
| 5Y | +112.2% | +63.1% | +49.2% | +60.6% |
| 10Y | +208.8% | +466.4% | -257.7% | +54.2% |
| All | +208.8% | +458.2% | -249.5% | +54.2% |
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