+46.1%
FSLR vs CBOE
+1,341.0%
-1,294.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -14.8% | +6.3% | -21.1% | -16.0% |
| 30D | -4.3% | +24.9% | -29.2% | -9.4% |
| 3M | -23.4% | +28.5% | -51.8% | -28.3% |
| 6M | -26.9% | +2.9% | -29.8% | -28.3% |
| YTD | -34.4% | +50.7% | -85.1% | -42.3% |
| 1Y | -33.2% | +45.5% | -78.7% | -40.7% |
| 3Y | +28.1% | +116.3% | -88.3% | -1.2% |
| 5Y | +54.5% | +204.3% | -149.8% | +5.0% |
| 10Y | +434.6% | +526.3% | -91.7% | +170.4% |
| All | +46.1% | +1,341.0% | -1,294.9% | -51.8% |
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