+438.4%
FSLR vs COO
+41.7%
+396.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -8.4% | -2.3% | -6.1% | -7.8% |
| 30D | -0.9% | +13.3% | -14.2% | -4.9% |
| 3M | -26.1% | -18.1% | -8.0% | -21.8% |
| 6M | -23.6% | +6.7% | -30.3% | -27.0% |
| YTD | -31.8% | -23.2% | -8.6% | -26.8% |
| 1Y | -32.6% | -12.3% | -20.3% | -31.1% |
| 3Y | +33.0% | -23.6% | +56.6% | +36.8% |
| 5Y | +56.8% | -38.7% | +95.5% | +74.1% |
| All | +438.4% | +41.7% | +396.7% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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