+25.0%
FLEX vs FSLR
-24.3%
+49.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.6% | -17.0% | -14.4% |
| 7D | -17.0% | +10.3% | -27.3% | -21.0% |
| 30D | -33.8% | +10.4% | -44.3% | -36.9% |
| 3M | -39.0% | -20.2% | -18.9% | -33.1% |
| 6M | -15.9% | -8.0% | -7.9% | -12.3% |
| YTD | +27.8% | -25.5% | +53.4% | +38.7% |
| 1Y | +25.0% | -26.0% | +50.9% | +34.0% |
| All | +25.0% | -24.3% | +49.2% | +34.0% |
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