+28.1%
FSLR vs ALL
+117.7%
-89.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -14.8% | +5.0% | -19.8% | -13.8% |
| 30D | -4.3% | +13.3% | -17.6% | -1.6% |
| 3M | -23.4% | +3.2% | -26.6% | -22.7% |
| 6M | -26.9% | +25.3% | -52.3% | -23.1% |
| YTD | -34.4% | +30.5% | -64.8% | -30.7% |
| 1Y | -33.2% | +29.2% | -62.4% | -29.5% |
| 3Y | +28.1% | +119.1% | -91.1% | +30.4% |
| All | +28.1% | +117.7% | -89.7% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling