+454.3%
FSLR vs A
+237.5%
+216.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.6% |
| 7D | +6.8% | -2.1% | +8.9% | +7.8% |
| 30D | -14.7% | +0.6% | -15.3% | -15.1% |
| 3M | -22.6% | +10.9% | -33.4% | -26.9% |
| 6M | +12.7% | +28.2% | -15.4% | -1.5% |
| YTD | -18.4% | +8.6% | -26.9% | -22.9% |
| 1Y | +4.9% | +15.5% | -10.6% | -4.2% |
| 3Y | +16.4% | +31.8% | -15.4% | -2.4% |
| 5Y | +123.5% | -14.9% | +138.3% | +126.4% |
| 10Y | +454.3% | +237.8% | +216.5% | +188.5% |
| All | +454.3% | +237.5% | +216.9% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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