+114.3%
FCX vs FSLR
+117.9%
-3.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.6% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +4.8% | -13.7% | +18.5% | +8.3% |
| 3M | +4.6% | -35.1% | +39.7% | +15.5% |
| 6M | +10.8% | +3.6% | +7.2% | +9.8% |
| YTD | +44.2% | -21.7% | +66.0% | +50.6% |
| 1Y | +59.6% | +1.3% | +58.3% | +55.9% |
| 3Y | +82.2% | +9.7% | +72.5% | +60.8% |
| All | +114.3% | +117.9% | -3.6% | +34.2% |
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