+220.9%
FCX vs FSLR
+627.0%
-406.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.5% |
| 7D | -0.8% | -8.4% | +7.7% | +1.9% |
| 30D | -15.1% | -0.9% | -14.2% | -15.0% |
| 3M | -9.6% | -26.1% | +16.5% | -1.4% |
| 6M | -3.1% | -23.6% | +20.6% | +4.2% |
| YTD | +23.4% | -31.8% | +55.3% | +35.4% |
| 1Y | +52.7% | -32.6% | +85.2% | +67.6% |
| 3Y | +91.4% | +33.0% | +58.4% | +51.2% |
| 5Y | +62.7% | +56.8% | +6.0% | +12.8% |
| 10Y | +395.9% | +455.6% | -59.7% | +97.2% |
| All | +220.9% | +627.0% | -406.1% | +12.3% |
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