+2,395.3%
COST vs FSLR
+770.4%
+1,624.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.0% |
| 7D | -3.2% | +6.8% | -10.0% | -3.7% |
| 30D | -4.0% | -14.7% | +10.7% | -2.8% |
| 3M | -6.5% | -22.6% | +16.1% | -4.7% |
| 6M | -8.5% | +12.7% | -21.2% | -10.2% |
| YTD | +6.0% | -18.4% | +24.4% | +6.7% |
| 1Y | -5.8% | +4.9% | -10.7% | -7.6% |
| 3Y | +71.8% | +16.4% | +55.4% | +61.8% |
| 5Y | +106.2% | +123.5% | -17.2% | +78.8% |
| 10Y | +602.0% | +454.3% | +147.7% | +437.2% |
| All | +2,395.3% | +770.4% | +1,624.9% | +1,649.6% |
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