+464.5%
FSLR vs FLR
+8.6%
+455.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.8% | -5.6% |
| 7D | -2.6% | +5.1% | -7.8% | -4.1% |
| 30D | +1.8% | -0.5% | +2.3% | +1.6% |
| 3M | -24.4% | -3.5% | -20.9% | -23.9% |
| 6M | -17.7% | +16.5% | -34.2% | -21.0% |
| YTD | -30.7% | +27.3% | -58.0% | -35.5% |
| 1Y | -33.6% | +10.6% | -44.3% | -36.2% |
| 3Y | +35.1% | +39.4% | -4.2% | +18.6% |
| 5Y | +63.1% | +126.4% | -63.3% | +25.7% |
| All | +464.5% | +8.6% | +455.9% | +329.8% |
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