+454.3%
FSLR vs ALL
+355.7%
+98.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.9% |
| 7D | +6.8% | -1.7% | +8.5% | +7.2% |
| 30D | -14.7% | -4.7% | -10.0% | -13.8% |
| 3M | -22.6% | +18.4% | -40.9% | -26.5% |
| 6M | +12.7% | +20.5% | -7.8% | +5.9% |
| YTD | -18.4% | +23.5% | -41.9% | -24.1% |
| 1Y | +4.9% | +29.0% | -24.0% | -4.1% |
| 3Y | +16.4% | +153.7% | -137.3% | -19.9% |
| 5Y | +123.5% | +114.8% | +8.7% | +59.6% |
| 10Y | +454.3% | +356.1% | +98.2% | +170.9% |
| All | +454.3% | +355.7% | +98.6% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling