+447.0%
FSLR vs FLR
+17.1%
+429.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -4.0% |
| 7D | +0.2% | -3.1% | +3.4% | +1.0% |
| 30D | -15.1% | +4.9% | -20.1% | -16.1% |
| 3M | -22.5% | +10.8% | -33.3% | -24.7% |
| 6M | +4.0% | +19.7% | -15.7% | -1.3% |
| YTD | -22.3% | +38.4% | -60.6% | -28.9% |
| 1Y | 0.0% | +34.7% | -34.7% | -8.1% |
| 3Y | +10.9% | +56.7% | -45.8% | -5.1% |
| 5Y | +105.4% | +241.6% | -136.2% | +44.8% |
| 10Y | +447.0% | +20.2% | +426.8% | +319.5% |
| All | +447.0% | +17.1% | +429.9% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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