+16.4%
FSLR vs FLR
+60.4%
-44.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | +6.8% | +0.7% | +6.2% | +6.6% |
| 30D | -14.7% | -0.7% | -14.1% | -14.6% |
| 3M | -22.6% | +14.3% | -36.9% | -26.4% |
| 6M | +12.7% | +25.6% | -12.9% | +3.0% |
| YTD | -18.4% | +42.9% | -61.2% | -28.9% |
| 1Y | +4.9% | +38.7% | -33.8% | -7.9% |
| 3Y | +16.4% | +61.8% | -45.4% | -24.6% |
| All | +16.4% | +60.4% | -44.0% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling