+726.4%
FSLR vs FLR
+61.8%
+664.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | 0.0% | +5.4% | -5.4% | -2.1% |
| 30D | -13.7% | +11.4% | -25.0% | -18.0% |
| 3M | -35.1% | +11.4% | -46.5% | -38.3% |
| 6M | +3.6% | +16.6% | -13.0% | -4.4% |
| YTD | -21.7% | +41.7% | -63.4% | -33.7% |
| 1Y | +1.3% | +35.4% | -34.1% | -13.2% |
| 3Y | +9.7% | +57.3% | -47.6% | -17.7% |
| 5Y | +117.4% | +241.0% | -123.6% | +10.4% |
| 10Y | +435.5% | +16.6% | +418.8% | +220.1% |
| All | +726.4% | +61.8% | +664.6% | +209.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling