+116.4%
FSLR vs COMP
-31.2%
+147.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -13.7% | -13.3% | -0.3% | -11.9% |
| 3M | -35.1% | +41.1% | -76.2% | -38.4% |
| 6M | +3.6% | +17.2% | -13.5% | -0.2% |
| YTD | -21.7% | +5.2% | -26.9% | -24.1% |
| 1Y | +1.3% | +18.9% | -17.7% | -4.2% |
| 3Y | +9.7% | +215.9% | -206.2% | -15.9% |
| All | +116.4% | -31.2% | +147.6% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling