+127.2%
FSLR vs COMP
-56.6%
+183.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.2% | +8.8% | +1.8% |
| 7D | +10.7% | -1.8% | +12.5% | +10.9% |
| 30D | +8.9% | -0.8% | +9.6% | +8.7% |
| 3M | -17.3% | -28.1% | +10.8% | -13.6% |
| 6M | -10.8% | +27.0% | -37.8% | -15.1% |
| YTD | -25.1% | -12.8% | -12.3% | -25.6% |
| 1Y | -29.4% | +4.9% | -34.3% | -32.0% |
| 3Y | +28.8% | +321.0% | -292.2% | -5.6% |
| 5Y | +68.3% | -25.6% | +93.9% | +58.9% |
| All | +127.2% | -56.6% | +183.8% | +137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling