-62.8%
C vs FSLR
+603.3%
-666.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.7% |
| 7D | +4.7% | -12.0% | +16.7% | +7.8% |
| 30D | +0.2% | -7.7% | +7.8% | +1.9% |
| 3M | -9.3% | -24.0% | +14.7% | -3.8% |
| 6M | -0.8% | -24.4% | +23.6% | +4.2% |
| YTD | +8.5% | -34.0% | +42.6% | +16.1% |
| 1Y | +23.1% | -35.6% | +58.7% | +32.2% |
| 3Y | +220.8% | +28.7% | +192.1% | +163.8% |
| 5Y | +112.4% | +55.3% | +57.1% | +54.3% |
| 10Y | +217.9% | +437.4% | -219.5% | +46.4% |
| All | -62.8% | +603.3% | -666.1% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling