+109.3%
FAST vs FSLR
+66.7%
+42.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.7% | +3.4% |
| 7D | +3.8% | +5.3% | -1.4% | +3.4% |
| 30D | +8.1% | +7.8% | +0.3% | +7.3% |
| 3M | +5.8% | -23.4% | +29.2% | +7.9% |
| 6M | +24.9% | -12.9% | +37.7% | +25.6% |
| YTD | +38.9% | -26.7% | +65.6% | +41.1% |
| 1Y | +36.5% | -28.4% | +64.9% | +38.8% |
| 3Y | +98.1% | +44.6% | +53.6% | +80.1% |
| 5Y | +109.3% | +67.9% | +41.4% | +67.8% |
| All | +109.3% | +66.7% | +42.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling