+265.0%
FSLR vs DOW
-15.9%
+280.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.6% |
| 7D | +0.2% | -6.0% | +6.3% | +2.3% |
| 30D | -15.1% | -2.7% | -12.4% | -14.5% |
| 3M | -22.5% | -10.5% | -12.1% | -20.3% |
| 6M | +4.0% | -12.4% | +16.4% | +6.2% |
| YTD | -22.3% | +30.0% | -52.3% | -32.1% |
| 1Y | 0.0% | +27.8% | -27.8% | -12.8% |
| 3Y | +10.9% | -34.9% | +45.8% | +23.1% |
| 5Y | +105.4% | -35.9% | +141.3% | +125.6% |
| All | +265.0% | -15.9% | +280.9% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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