+506.7%
FIX vs FSLR
+38.0%
+468.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.7% | +14.1% | +10.6% |
| 7D | -7.2% | +5.3% | -12.5% | -8.9% |
| 30D | -35.1% | +7.8% | -42.9% | -36.7% |
| 3M | -34.3% | -23.4% | -10.9% | -30.0% |
| 6M | -42.9% | -12.9% | -30.0% | -41.5% |
| YTD | +19.5% | -26.7% | +46.1% | +26.2% |
| 1Y | +16.8% | -28.4% | +45.2% | +24.1% |
| 3Y | +506.7% | +44.6% | +462.1% | +415.5% |
| All | +506.7% | +38.0% | +468.7% | +415.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling