+13.2%
FSLR vs CBOE
+96.4%
-83.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.1% |
| 30D | -15.1% | +2.7% | -17.8% | -14.7% |
| 3M | -22.5% | +0.7% | -23.3% | -22.5% |
| 6M | +4.0% | -2.0% | +5.9% | +4.4% |
| YTD | -22.3% | +17.1% | -39.4% | -19.8% |
| 1Y | 0.0% | +26.5% | -26.5% | +4.4% |
| All | +13.2% | +96.4% | -83.2% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling