+466.4%
FSLR vs CAPR
-68.2%
+534.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.9% | +4.4% | -5.4% |
| 7D | -2.6% | +7.6% | -10.3% | -2.8% |
| 30D | +1.8% | +13.3% | -11.5% | +1.5% |
| 3M | -24.4% | +130.4% | -154.8% | -25.5% |
| 6M | -17.7% | -70.8% | +53.1% | -17.2% |
| YTD | -30.7% | -69.3% | +38.5% | -30.4% |
| 1Y | -33.6% | +59.5% | -93.2% | -37.1% |
| 3Y | +35.1% | +216.8% | -181.6% | +21.3% |
| 5Y | +63.1% | +152.7% | -89.6% | +45.1% |
| 10Y | +466.4% | -68.2% | +534.7% | +370.7% |
| All | +466.4% | -68.2% | +534.7% | +370.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling