+495.8%
FSLR vs ALL
+370.9%
+124.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +3.8% |
| 7D | +15.3% | -1.9% | +17.3% | +15.8% |
| 30D | +11.7% | +13.8% | -2.1% | +8.1% |
| 3M | -17.6% | -7.0% | -10.6% | -16.4% |
| 6M | -7.7% | +18.0% | -25.8% | -12.8% |
| YTD | -23.0% | +24.2% | -47.2% | -28.6% |
| 1Y | -26.0% | +31.2% | -57.2% | -32.7% |
| 3Y | +36.9% | +107.5% | -70.7% | +1.9% |
| 5Y | +72.9% | +144.8% | -71.9% | +16.1% |
| All | +495.8% | +370.9% | +124.9% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling