+1,151.7%
FLEX vs FSLR
+734.5%
+417.2%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -10.1% | -13.7% | +3.5% | -6.8% |
| 3M | -31.3% | -35.1% | +3.7% | -23.1% |
| 6M | +71.3% | +3.6% | +67.6% | +69.8% |
| YTD | +81.2% | -21.7% | +103.0% | +91.4% |
| 1Y | +98.5% | +1.3% | +97.2% | +95.1% |
| 3Y | +428.2% | +9.7% | +418.5% | +375.2% |
| 5Y | +657.3% | +117.4% | +539.9% | +436.5% |
| 10Y | +995.9% | +435.5% | +560.4% | +476.2% |
| All | +1,151.7% | +734.5% | +417.2% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling