+24.2%
FIX vs FSLR
-35.9%
+60.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | -14.8% | +24.2% | +15.1% |
| 30D | -27.8% | -4.3% | -23.5% | -27.4% |
| 3M | -35.6% | -23.4% | -12.2% | -29.8% |
| 6M | -45.2% | -26.9% | -18.3% | -39.8% |
| YTD | +19.5% | -34.4% | +53.9% | +29.3% |
| 1Y | +24.2% | -33.2% | +57.4% | +30.0% |
| All | +24.2% | -35.9% | +60.2% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling