+737.4%
FSLR vs DGX
+500.9%
+236.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.9% |
| 7D | -0.1% | -3.5% | +3.3% | +1.6% |
| 30D | -14.0% | -2.7% | -11.3% | -12.9% |
| 3M | -16.9% | +13.9% | -30.8% | -22.8% |
| 6M | +4.7% | +16.0% | -11.3% | -4.2% |
| YTD | -20.7% | +34.9% | -55.6% | -33.1% |
| 1Y | +1.7% | +30.6% | -28.9% | -13.3% |
| 3Y | +13.1% | +93.0% | -79.9% | -23.2% |
| 5Y | +108.4% | +64.4% | +44.0% | +50.5% |
| 10Y | +458.0% | +248.1% | +209.9% | +140.4% |
| All | +737.4% | +500.9% | +236.5% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded DGX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling