+15.5%
FSLR vs BOXX
+14.6%
+0.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | 0.0% | -0.2% | -0.5% |
| 30D | -14.0% | +0.3% | -14.3% | -16.2% |
| 3M | -16.9% | +1.0% | -17.9% | -23.9% |
| 6M | +4.7% | +1.9% | +2.8% | -12.9% |
| YTD | -20.7% | +2.6% | -23.3% | -38.7% |
| 1Y | +1.7% | +4.0% | -2.3% | -31.3% |
| All | +15.5% | +14.6% | +0.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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