+104.7%
FLEX vs FSLR
+3.4%
+101.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +2.6% |
| 7D | +7.0% | +6.8% | +0.2% | +4.0% |
| 30D | -5.8% | -14.7% | +8.9% | +0.5% |
| 3M | -24.2% | -22.6% | -1.6% | -16.6% |
| 6M | +90.8% | +12.7% | +78.1% | +86.1% |
| YTD | +89.2% | -18.4% | +107.6% | +98.0% |
| 1Y | +104.7% | +4.9% | +99.8% | +109.5% |
| All | +104.7% | +3.4% | +101.3% | +109.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling