+107.2%
FAST vs FSLR
+117.9%
-10.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -13.7% | +12.9% | +0.4% |
| 3M | +5.8% | -35.1% | +40.8% | +9.3% |
| 6M | +8.0% | +3.6% | +4.3% | +7.2% |
| YTD | +25.6% | -21.7% | +47.4% | +27.2% |
| 1Y | +0.8% | +1.3% | -0.5% | -0.3% |
| 3Y | +86.1% | +9.7% | +76.4% | +76.3% |
| All | +107.2% | +117.9% | -10.8% | +65.3% |
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 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