+626.9%
FLEX vs FSLR
+458.2%
+168.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.9% | -1.0% |
| 7D | -13.6% | -2.6% | -11.0% | -13.3% |
| 30D | -36.5% | +1.8% | -38.3% | -37.1% |
| 3M | -36.4% | -24.4% | -12.1% | -31.3% |
| 6M | -46.5% | -17.7% | -28.8% | -43.6% |
| YTD | +25.9% | -30.7% | +56.7% | +38.2% |
| 1Y | +19.6% | -33.6% | +53.2% | +32.7% |
| 3Y | +287.0% | +35.1% | +251.9% | +215.5% |
| 5Y | +466.6% | +63.1% | +403.6% | +294.4% |
| 10Y | +626.9% | +466.4% | +160.5% | +218.0% |
| All | +626.9% | +458.2% | +168.7% | +218.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling