+454.3%
FSLR vs COO
+43.7%
+410.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.2% |
| 7D | +6.8% | -2.3% | +9.1% | +7.6% |
| 30D | -14.7% | -8.8% | -5.9% | -12.2% |
| 3M | -22.6% | +1.3% | -23.9% | -23.3% |
| 6M | +12.7% | -11.6% | +24.3% | +16.4% |
| YTD | -18.4% | -17.4% | -1.0% | -13.8% |
| 1Y | +4.9% | -1.6% | +6.5% | +3.4% |
| 3Y | +16.4% | -22.6% | +39.0% | +21.0% |
| 5Y | +123.5% | -40.3% | +163.8% | +153.5% |
| 10Y | +454.3% | +45.2% | +409.1% | +339.0% |
| All | +454.3% | +43.7% | +410.6% | +339.0% |
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