0.0%
FSLR vs FLR
+33.3%
-33.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -3.7% |
| 7D | +0.2% | -3.1% | +3.4% | +1.4% |
| 30D | -15.1% | +4.9% | -20.1% | -16.5% |
| 3M | -22.5% | +10.8% | -33.3% | -25.7% |
| 6M | +4.0% | +19.7% | -15.7% | -4.1% |
| YTD | -22.3% | +38.4% | -60.6% | -32.7% |
| 1Y | 0.0% | +34.7% | -34.7% | -8.4% |
| All | 0.0% | +33.3% | -33.3% | -8.4% |
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