+274.9%
FCX vs FSLR
+734.5%
-459.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.7% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +4.8% | -13.7% | +18.5% | +9.5% |
| 3M | +4.6% | -35.1% | +39.7% | +19.5% |
| 6M | +10.8% | +3.6% | +7.2% | +8.7% |
| YTD | +44.2% | -21.7% | +66.0% | +52.5% |
| 1Y | +59.6% | +1.3% | +58.3% | +53.5% |
| 3Y | +82.2% | +9.7% | +72.5% | +54.3% |
| 5Y | +115.6% | +117.4% | -1.7% | +34.8% |
| 10Y | +670.6% | +435.5% | +235.1% | +210.1% |
| All | +274.9% | +734.5% | -459.6% | +26.4% |
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