+286.5%
C vs FSLR
+464.5%
-177.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.5% |
| 7D | +3.2% | +6.8% | -3.6% | +1.9% |
| 30D | +1.3% | -14.7% | +16.0% | +4.1% |
| 3M | +3.1% | -22.6% | +25.7% | +7.4% |
| 6M | +29.6% | +12.7% | +16.9% | +25.5% |
| YTD | +19.0% | -18.4% | +37.3% | +21.1% |
| 1Y | +45.6% | +4.9% | +40.7% | +40.6% |
| 3Y | +269.3% | +16.4% | +252.9% | +225.6% |
| 5Y | +131.6% | +123.5% | +8.1% | +64.1% |
| 10Y | +286.5% | +454.3% | -167.8% | +94.7% |
| All | +286.5% | +464.5% | -177.9% | +94.7% |
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 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