-31.5%
FSLR vs ALL
+29.9%
-61.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.4% | -4.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +1.8% | +13.8% | -12.0% | +7.8% |
| 3M | -24.4% | -2.8% | -21.6% | -25.4% |
| 6M | -17.7% | +23.7% | -41.4% | -8.1% |
| YTD | -30.7% | +27.3% | -58.0% | -22.4% |
| All | -31.5% | +29.9% | -61.4% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling