+496.9%
FSLR vs CAPR
-64.9%
+561.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.4% | -14.2% | -4.9% |
| 7D | +5.3% | +36.0% | -30.8% | +4.8% |
| 30D | +7.8% | +25.8% | -18.0% | +7.3% |
| 3M | -23.4% | +140.8% | -164.2% | -24.5% |
| 6M | -12.9% | -67.6% | +54.7% | -12.5% |
| YTD | -26.7% | -65.9% | +39.2% | -26.5% |
| 1Y | -28.4% | +66.1% | -94.5% | -32.2% |
| 3Y | +44.6% | +256.9% | -212.3% | +29.5% |
| 5Y | +67.9% | +172.1% | -104.2% | +49.3% |
| 10Y | +496.9% | -64.7% | +561.6% | +395.1% |
| All | +496.9% | -64.9% | +561.9% | +395.1% |
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