+81.0%
F vs FSLR
+519.9%
-438.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.4% | +1.6% |
| 7D | -0.6% | +5.3% | -5.9% | -1.7% |
| 30D | +2.9% | +7.8% | -4.9% | +1.2% |
| 3M | -9.5% | -23.4% | +13.9% | -4.9% |
| 6M | +4.0% | -12.9% | +16.9% | +5.9% |
| YTD | -1.3% | -26.7% | +25.4% | +2.9% |
| 1Y | -1.9% | -28.4% | +26.5% | +2.4% |
| 3Y | +53.5% | +44.6% | +8.9% | +28.0% |
| 5Y | -15.1% | +67.9% | -83.1% | -35.8% |
| 10Y | +81.0% | +496.9% | -415.9% | -2.4% |
| All | +81.0% | +519.9% | -438.9% | -2.4% |
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