+74.3%
FSLR vs CBOE
+1,045.3%
-971.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.8% |
| 30D | -13.7% | +5.1% | -18.7% | -14.9% |
| 3M | -35.1% | +4.6% | -39.7% | -36.5% |
| 6M | +3.6% | -0.3% | +3.9% | +1.9% |
| YTD | -21.7% | +19.8% | -41.5% | -27.0% |
| 1Y | +1.3% | +28.4% | -27.1% | -7.4% |
| 3Y | +9.7% | +104.1% | -94.4% | -15.4% |
| 5Y | +117.4% | +150.9% | -33.5% | +54.6% |
| 10Y | +435.5% | +393.5% | +42.0% | +187.6% |
| All | +74.3% | +1,045.3% | -971.0% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling