+98.1%
FAST vs FSLR
+38.0%
+60.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.7% | +3.2% |
| 7D | +3.8% | +5.3% | -1.4% | +3.5% |
| 30D | +8.1% | +7.8% | +0.3% | +7.6% |
| 3M | +5.8% | -23.4% | +29.2% | +7.2% |
| 6M | +24.9% | -12.9% | +37.7% | +25.4% |
| YTD | +38.9% | -26.7% | +65.6% | +40.2% |
| 1Y | +36.5% | -28.4% | +64.9% | +37.8% |
| 3Y | +98.1% | +44.6% | +53.6% | +90.3% |
| All | +98.1% | +38.0% | +60.2% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling