+55.3%
FSLR vs CAPR
+192.6%
-137.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.5% | -3.2% |
| 7D | -12.0% | +19.1% | -31.1% | -12.1% |
| 30D | -7.7% | +48.8% | -56.5% | -8.0% |
| 3M | -24.0% | +144.4% | -168.4% | -24.6% |
| 6M | -24.4% | -67.5% | +43.1% | -24.3% |
| YTD | -34.0% | -64.5% | +30.5% | -34.0% |
| 1Y | -35.6% | +74.4% | -110.0% | -37.3% |
| 3Y | +28.7% | +265.7% | -237.1% | +5.4% |
| 5Y | +55.3% | +196.0% | -140.6% | +15.5% |
| All | +55.3% | +192.6% | -137.2% | +15.5% |
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