+1,599.3%
FAST vs FSLR
+734.5%
+864.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -13.7% | +12.9% | +1.3% |
| 3M | +5.8% | -35.1% | +40.8% | +12.1% |
| 6M | +8.0% | +3.6% | +4.3% | +6.4% |
| YTD | +25.6% | -21.7% | +47.4% | +28.4% |
| 1Y | +0.8% | +1.3% | -0.5% | -1.4% |
| 3Y | +86.1% | +9.7% | +76.4% | +70.3% |
| 5Y | +100.2% | +117.4% | -17.2% | +57.7% |
| 10Y | +494.2% | +435.5% | +58.7% | +273.0% |
| All | +1,599.3% | +734.5% | +864.8% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling