-31.5%
FSLR vs FLR
+12.3%
-43.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.8% | -5.6% |
| 7D | -2.6% | +5.1% | -7.8% | -4.6% |
| 30D | +1.8% | -0.5% | +2.3% | +1.7% |
| 3M | -24.4% | -3.5% | -20.9% | -23.5% |
| 6M | -17.7% | +16.5% | -34.2% | -21.5% |
| YTD | -30.7% | +27.3% | -58.0% | -39.2% |
| All | -31.5% | +12.3% | -43.8% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling