+420.9%
FSLR vs ACWI
+225.4%
+195.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.6% |
| 7D | -12.0% | +2.7% | -14.7% | -14.9% |
| 30D | -7.7% | -2.6% | -5.1% | -5.0% |
| 3M | -24.0% | -3.2% | -20.9% | -21.2% |
| 6M | -24.4% | +1.9% | -26.3% | -25.3% |
| YTD | -34.0% | +11.3% | -45.4% | -41.4% |
| 1Y | -35.6% | +11.7% | -47.3% | -42.8% |
| 3Y | +28.7% | +74.4% | -45.7% | -30.7% |
| 5Y | +55.3% | +59.5% | -4.1% | -6.6% |
| All | +420.9% | +225.4% | +195.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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