+1.3%
FSLR vs FANG
+43.7%
-42.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | 0.0% | +0.8% | -0.8% | 0.0% |
| 30D | -13.7% | +7.6% | -21.3% | -13.4% |
| 3M | -35.1% | -1.3% | -33.8% | -34.7% |
| 6M | +3.6% | +14.7% | -11.0% | +2.6% |
| YTD | -21.7% | +34.8% | -56.5% | -23.4% |
| 1Y | +1.3% | +42.9% | -41.7% | -0.3% |
| All | +1.3% | +43.7% | -42.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling