+32.8%
FAST vs FSLR
-27.8%
+60.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.1% |
| 7D | +2.1% | +15.3% | -13.3% | +0.6% |
| 30D | +6.9% | +11.7% | -4.8% | +5.6% |
| 3M | +4.8% | -17.6% | +22.5% | +7.0% |
| 6M | +19.8% | -7.7% | +27.5% | +19.8% |
| YTD | +34.9% | -23.0% | +57.9% | +36.4% |
| 1Y | +32.8% | -26.0% | +58.8% | +33.8% |
| All | +32.8% | -27.8% | +60.5% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling