+21.9%
FIX vs FSLR
-33.8%
+55.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.6% |
| 7D | +6.4% | -8.4% | +14.9% | +9.3% |
| 30D | -29.1% | -0.9% | -28.2% | -29.5% |
| 3M | -31.1% | -26.1% | -5.1% | -23.5% |
| 6M | -42.8% | -23.6% | -19.2% | -38.1% |
| YTD | +24.6% | -31.8% | +56.5% | +34.0% |
| 1Y | +21.9% | -32.6% | +54.5% | +29.7% |
| All | +21.9% | -33.8% | +55.7% | +29.7% |
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