+420.4%
FIX vs FSLR
+28.8%
+391.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.6% | -12.2% | -11.8% |
| 7D | -27.2% | +10.7% | -37.9% | -29.4% |
| 30D | -46.9% | +8.9% | -55.8% | -48.3% |
| 3M | -44.4% | -17.3% | -27.1% | -42.0% |
| 6M | -50.9% | -10.8% | -40.1% | -49.9% |
| YTD | +3.5% | -25.1% | +28.6% | +8.9% |
| 1Y | -2.1% | -29.4% | +27.3% | +4.4% |
| All | +420.4% | +28.8% | +391.5% | +357.2% |
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