+67.3%
F vs FSLR
+429.3%
-362.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.1% | -14.8% | +11.7% | 0.0% |
| 30D | 0.0% | -4.3% | +4.3% | +0.8% |
| 3M | -13.2% | -23.4% | +10.2% | -8.8% |
| 6M | -10.2% | -26.9% | +16.7% | -5.3% |
| YTD | -4.9% | -34.4% | +29.5% | +1.3% |
| 1Y | -6.1% | -33.2% | +27.1% | -0.5% |
| 3Y | +46.0% | +28.1% | +17.9% | +24.6% |
| 5Y | -15.7% | +54.5% | -70.2% | -35.3% |
| All | +67.3% | +429.3% | -362.0% | -7.9% |
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