+230.8%
F vs FSLR
+734.5%
-503.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | -13.7% | +18.2% | +7.6% |
| 3M | -3.7% | -35.1% | +31.4% | +4.4% |
| 6M | +16.8% | +3.6% | +13.2% | +15.0% |
| YTD | +15.3% | -21.7% | +37.0% | +18.9% |
| 1Y | +31.0% | +1.3% | +29.7% | +27.5% |
| 3Y | +45.4% | +9.7% | +35.7% | +30.9% |
| 5Y | +54.7% | +117.4% | -62.7% | +16.1% |
| 10Y | +98.2% | +435.5% | -337.3% | +13.5% |
| All | +230.8% | +734.5% | -503.7% | +74.0% |
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 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