+864.5%
FSLR vs FANG
+1,373.6%
-509.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +6.8% | -1.7% | +8.5% | +7.3% |
| 30D | -14.7% | +6.8% | -21.5% | -16.3% |
| 3M | -22.6% | +1.3% | -23.9% | -23.3% |
| 6M | +12.7% | +11.8% | +0.9% | +8.3% |
| YTD | -18.4% | +35.1% | -53.4% | -25.5% |
| 1Y | +4.9% | +48.9% | -44.0% | -7.1% |
| 3Y | +16.4% | +42.8% | -26.4% | +2.0% |
| 5Y | +123.5% | +230.3% | -106.8% | +52.1% |
| 10Y | +454.3% | +167.0% | +287.3% | +235.3% |
| All | +864.5% | +1,373.6% | -509.1% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling