-26.0%
FSLR vs CAPR
+47.4%
-73.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.6% | +4.7% |
| 7D | +10.3% | +43.2% | -32.8% | +10.5% |
| 30D | +10.4% | +14.7% | -4.2% | +10.5% |
| 3M | -20.2% | +113.9% | -134.1% | -19.7% |
| 6M | -8.0% | -73.4% | +65.4% | -8.4% |
| YTD | -25.5% | -69.1% | +43.6% | -25.7% |
| 1Y | -26.0% | +47.2% | -73.2% | -24.0% |
| All | -26.0% | +47.4% | -73.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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