+575.3%
FAST vs FSLR
+498.1%
+77.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.1% |
| 7D | +2.1% | +15.3% | -13.3% | +0.5% |
| 30D | +6.9% | +11.7% | -4.8% | +5.5% |
| 3M | +4.8% | -17.6% | +22.5% | +6.8% |
| 6M | +19.8% | -7.7% | +27.5% | +19.9% |
| YTD | +34.9% | -23.0% | +57.9% | +37.1% |
| 1Y | +32.8% | -26.0% | +58.8% | +35.4% |
| 3Y | +93.7% | +36.9% | +56.9% | +74.7% |
| 5Y | +105.3% | +72.9% | +32.4% | +71.1% |
| All | +575.3% | +498.1% | +77.2% | +364.7% |
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