+495.8%
FSLR vs COO
+41.2%
+454.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +3.3% |
| 7D | +15.3% | +4.7% | +10.6% | +13.7% |
| 30D | +11.7% | +13.9% | -2.2% | +7.0% |
| 3M | -17.6% | -14.9% | -2.7% | -13.9% |
| 6M | -7.7% | +2.0% | -9.8% | -10.4% |
| YTD | -23.0% | -23.9% | +0.9% | -17.1% |
| 1Y | -26.0% | -9.6% | -16.4% | -25.3% |
| 3Y | +36.9% | -25.4% | +62.3% | +42.2% |
| 5Y | +72.9% | -41.2% | +114.1% | +94.8% |
| All | +495.8% | +41.2% | +454.6% | +356.9% |
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