+533.3%
FAST vs FSLR
+429.3%
+104.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.2% | -14.8% | +18.9% | +6.0% |
| 30D | +6.7% | -4.3% | +11.0% | +7.1% |
| 3M | +8.0% | -23.4% | +31.4% | +11.0% |
| 6M | +27.4% | -26.9% | +54.4% | +30.9% |
| YTD | +40.5% | -34.4% | +74.9% | +45.3% |
| 1Y | +38.4% | -33.2% | +71.6% | +42.6% |
| 3Y | +98.7% | +28.1% | +70.6% | +79.6% |
| 5Y | +106.7% | +54.5% | +52.2% | +73.6% |
| All | +533.3% | +429.3% | +104.0% | +332.9% |
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