-64.3%
C vs FSLR
+721.0%
-785.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.2% |
| 7D | -2.4% | +15.3% | -17.7% | -5.7% |
| 30D | -6.0% | +11.7% | -17.6% | -8.6% |
| 3M | -10.5% | -17.6% | +7.1% | -6.9% |
| 6M | -5.7% | -7.7% | +2.0% | -5.6% |
| YTD | +4.1% | -23.0% | +27.1% | +7.5% |
| 1Y | +20.5% | -26.0% | +46.5% | +25.3% |
| 3Y | +208.1% | +36.9% | +171.3% | +150.4% |
| 5Y | +110.4% | +72.9% | +37.5% | +49.4% |
| 10Y | +234.6% | +519.3% | -284.7% | +49.1% |
| All | -64.3% | +721.0% | -785.3% | -83.4% |
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