+418.1%
FSLR vs CBOE
+524.9%
-106.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -14.8% | +6.3% | -21.1% | -15.7% |
| 30D | -4.3% | +24.9% | -29.2% | -8.1% |
| 3M | -23.4% | +28.5% | -51.8% | -27.1% |
| 6M | -26.9% | +2.9% | -29.8% | -27.6% |
| YTD | -34.4% | +50.7% | -85.1% | -40.8% |
| 1Y | -33.2% | +45.5% | -78.7% | -39.2% |
| 3Y | +28.1% | +116.3% | -88.3% | +2.6% |
| 5Y | +54.5% | +204.3% | -149.8% | +9.1% |
| All | +418.1% | +524.9% | -106.8% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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