+19.6%
FLEX vs FSLR
-33.7%
+53.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.9% | -0.4% |
| 7D | -13.6% | -2.6% | -11.0% | -13.4% |
| 30D | -36.5% | +1.8% | -38.3% | -37.5% |
| 3M | -36.4% | -24.4% | -12.1% | -29.1% |
| 6M | -46.5% | -17.7% | -28.8% | -41.8% |
| YTD | +25.9% | -30.7% | +56.7% | +39.2% |
| 1Y | +19.6% | -33.6% | +53.2% | +35.0% |
| All | +19.6% | -33.7% | +53.3% | +35.0% |
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