+606.1%
COST vs FSLR
+466.5%
+139.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | -4.7% | -7.8% | +3.1% | -4.1% |
| 3M | -7.1% | -22.9% | +15.8% | -5.4% |
| 6M | -8.5% | +4.4% | -12.9% | -9.7% |
| YTD | +5.4% | -20.0% | +25.4% | +6.2% |
| 1Y | -5.6% | +2.8% | -8.4% | -7.4% |
| 3Y | +68.5% | +16.5% | +51.9% | +57.3% |
| 5Y | +105.2% | +110.3% | -5.0% | +73.3% |
| All | +606.1% | +466.5% | +139.6% | +414.4% |
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 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