-29.7%
FSLR vs CAPR
+64.2%
-93.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.4% | -14.2% | -4.7% |
| 7D | +5.3% | +36.0% | -30.8% | +5.4% |
| 30D | +7.8% | +25.8% | -18.0% | +7.9% |
| 3M | -23.4% | +140.8% | -164.2% | -22.9% |
| 6M | -12.9% | -67.6% | +54.7% | -13.2% |
| YTD | -26.7% | -65.9% | +39.2% | -26.8% |
| All | -29.7% | +64.2% | -93.9% | -27.9% |
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