-26.0%
FSLR vs ALL
+28.6%
-54.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.5% | +7.2% | +0.9% |
| 7D | +15.3% | -1.9% | +17.3% | +14.4% |
| 30D | +11.7% | +13.8% | -2.1% | +18.3% |
| 3M | -17.6% | -7.0% | -10.6% | -20.5% |
| 6M | -7.7% | +18.0% | -25.8% | +2.1% |
| YTD | -23.0% | +24.2% | -47.2% | -14.4% |
| 1Y | -26.0% | +31.2% | -57.2% | -17.6% |
| All | -26.0% | +28.6% | -54.6% | -17.6% |
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