+79.8%
F vs FSLR
+498.1%
-418.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.3% |
| 7D | +1.6% | +15.3% | -13.8% | -1.3% |
| 30D | +2.6% | +11.7% | -9.0% | +0.3% |
| 3M | -8.8% | -17.6% | +8.8% | -5.6% |
| 6M | +4.6% | -7.7% | +12.4% | +5.4% |
| YTD | -1.9% | -23.0% | +21.1% | +1.3% |
| 1Y | -0.8% | -26.0% | +25.3% | +3.0% |
| 3Y | +43.5% | +36.9% | +6.6% | +21.4% |
| 5Y | -12.1% | +72.9% | -85.0% | -33.8% |
| All | +79.8% | +498.1% | -418.3% | -3.0% |
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