+3,553.2%
FIX vs FSLR
+429.3%
+3,123.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +9.4% | -14.8% | +24.2% | +13.5% |
| 30D | -27.8% | -4.3% | -23.5% | -27.4% |
| 3M | -35.6% | -23.4% | -12.2% | -31.9% |
| 6M | -45.2% | -26.9% | -18.3% | -41.7% |
| YTD | +19.5% | -34.4% | +53.9% | +29.4% |
| 1Y | +24.2% | -33.2% | +57.4% | +34.0% |
| 3Y | +494.2% | +28.1% | +466.1% | +421.2% |
| 5Y | +1,036.1% | +54.5% | +981.6% | +795.6% |
| All | +3,553.2% | +429.3% | +3,123.9% | +1,915.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling