+72.2%
F vs FSLR
+458.2%
-386.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.8% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | +0.9% | +1.8% | -0.9% | +0.4% |
| 3M | -11.3% | -24.4% | +13.0% | -6.6% |
| 6M | +2.0% | -17.7% | +19.7% | +5.1% |
| YTD | -3.2% | -30.7% | +27.6% | +2.1% |
| 1Y | -3.5% | -33.6% | +30.2% | +2.4% |
| 3Y | +48.1% | +35.1% | +13.0% | +25.2% |
| 5Y | -13.5% | +63.1% | -76.6% | -34.2% |
| 10Y | +72.2% | +466.4% | -394.3% | -6.5% |
| All | +72.2% | +458.2% | -386.1% | -6.5% |
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