+74.9%
FSLR vs CAPR
+142.6%
-67.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -1.9% | +2.7% |
| 7D | +15.3% | +41.1% | -25.7% | +15.1% |
| 30D | +11.7% | +11.1% | +0.6% | +11.5% |
| 3M | -17.6% | +115.3% | -132.9% | -18.1% |
| 6M | -7.7% | -73.8% | +66.1% | -7.5% |
| YTD | -23.0% | -68.8% | +45.8% | -22.9% |
| 1Y | -26.0% | +43.3% | -69.4% | -27.7% |
| 3Y | +36.9% | +214.7% | -177.8% | +12.3% |
| All | +74.9% | +142.6% | -67.7% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling