+256.8%
FLEX vs FSLR
+32.4%
+224.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.8% | +3.8% |
| 7D | -19.3% | +15.3% | -34.6% | -22.8% |
| 30D | -41.5% | +11.7% | -53.2% | -43.4% |
| 3M | -43.1% | -17.6% | -25.5% | -40.3% |
| 6M | -48.2% | -7.7% | -40.5% | -47.0% |
| YTD | +15.5% | -23.0% | +38.5% | +22.0% |
| 1Y | +10.2% | -26.0% | +36.3% | +17.4% |
| 3Y | +256.8% | +36.9% | +219.9% | +198.3% |
| All | +256.8% | +32.4% | +224.4% | +198.3% |
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