+9.6%
FSLR vs CAPR
+40.5%
-30.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | -13.7% | +139.2% | -152.8% | -13.7% |
| 3M | -35.1% | -66.4% | +31.3% | -35.1% |
| 6M | +3.6% | -63.1% | +66.8% | +3.6% |
| YTD | -21.7% | -67.4% | +45.7% | -21.7% |
| 1Y | +1.3% | +58.2% | -57.0% | +1.0% |
| All | +9.6% | +40.5% | -30.9% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling