+102.7%
FCX vs FSLR
+15.2%
+87.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.3% | +1.0% | +4.4% |
| 7D | +5.7% | +6.8% | -1.1% | +4.2% |
| 30D | +10.1% | -14.7% | +24.8% | +13.8% |
| 3M | +20.2% | -22.6% | +42.7% | +26.5% |
| 6M | +29.7% | +12.7% | +17.0% | +27.0% |
| YTD | +51.9% | -18.4% | +70.3% | +56.6% |
| 1Y | +66.0% | +4.9% | +61.0% | +62.1% |
| 3Y | +102.7% | +16.4% | +86.3% | +78.1% |
| All | +102.7% | +15.2% | +87.6% | +78.1% |
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