+110.1%
FSLR vs COMP
-53.0%
+163.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.5% |
| 7D | -2.6% | +7.2% | -9.8% | -3.8% |
| 30D | +1.8% | +6.4% | -4.6% | +0.5% |
| 3M | -24.4% | -19.4% | -4.9% | -22.4% |
| 6M | -17.7% | +14.6% | -32.3% | -20.2% |
| YTD | -30.7% | -5.5% | -25.2% | -32.1% |
| 1Y | -33.6% | +13.7% | -47.3% | -36.9% |
| 3Y | +35.1% | +409.7% | -374.6% | -3.8% |
| 5Y | +63.1% | -17.0% | +80.1% | +51.0% |
| All | +110.1% | -53.0% | +163.1% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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