+60.3%
FCX vs FSLR
-24.3%
+84.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -0.1% |
| 7D | -6.0% | +10.3% | -16.3% | -8.9% |
| 30D | -13.6% | +10.4% | -24.0% | -16.3% |
| 3M | -6.8% | -20.2% | +13.4% | -0.5% |
| 6M | +13.2% | -8.0% | +21.2% | +17.9% |
| YTD | +24.4% | -25.5% | +49.9% | +32.4% |
| 1Y | +60.3% | -26.0% | +86.2% | +68.9% |
| All | +60.3% | -24.3% | +84.5% | +68.9% |
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