+43.0%
FSLR vs BOXX
+18.5%
+24.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.7% |
| 7D | +2.2% | +0.1% | +2.2% | +2.0% |
| 30D | -7.8% | +0.3% | -8.1% | -9.3% |
| 3M | -22.9% | +1.0% | -24.0% | -27.0% |
| 6M | +4.4% | +1.9% | +2.5% | -6.2% |
| YTD | -20.0% | +2.7% | -22.7% | -31.2% |
| 1Y | +2.8% | +4.0% | -1.2% | -17.6% |
| 3Y | +16.5% | +14.7% | +1.9% | -3.9% |
| All | +43.0% | +18.5% | +24.5% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling