+53.4%
FSLR vs ALL
+160.7%
-107.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.3% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -7.7% | +12.8% | -20.5% | -7.7% |
| 3M | -24.0% | +4.7% | -28.7% | -24.0% |
| 6M | -24.4% | +24.9% | -49.4% | -25.0% |
| YTD | -34.0% | +30.0% | -64.0% | -34.9% |
| 1Y | -35.6% | +29.9% | -65.5% | -36.4% |
| 3Y | +28.7% | +117.5% | -88.9% | +14.2% |
| All | +53.4% | +160.7% | -107.3% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling