+218.3%
C vs FSLR
+464.2%
-245.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -0.4% | -8.4% | +8.0% | +1.1% |
| 30D | -5.3% | -0.9% | -4.4% | -5.4% |
| 3M | -8.0% | -26.1% | +18.1% | -3.4% |
| 6M | -0.3% | -23.6% | +23.4% | +3.3% |
| YTD | +8.6% | -31.8% | +40.5% | +13.7% |
| 1Y | +25.8% | -32.6% | +58.4% | +31.7% |
| 3Y | +221.2% | +33.0% | +188.2% | +171.6% |
| 5Y | +113.6% | +56.8% | +56.8% | +63.1% |
| 10Y | +218.3% | +455.6% | -237.2% | +59.5% |
| All | +218.3% | +464.2% | -245.9% | +59.5% |
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