+133.5%
FSLR vs COMP
-52.0%
+185.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -8.0% | +1.2% |
| 7D | +15.3% | +13.4% | +1.9% | +13.1% |
| 30D | +11.7% | +11.1% | +0.6% | +9.6% |
| 3M | -17.6% | -18.8% | +1.2% | -15.5% |
| 6M | -7.7% | +10.5% | -18.2% | -10.0% |
| YTD | -23.0% | -3.4% | -19.6% | -24.7% |
| 1Y | -26.0% | +19.7% | -45.7% | -30.2% |
| 3Y | +36.9% | +381.6% | -344.7% | -1.7% |
| 5Y | +72.9% | -17.6% | +90.5% | +60.8% |
| All | +133.5% | -52.0% | +185.4% | +140.2% |
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