+596.4%
FSLR vs FLR
+42.6%
+553.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | -12.0% | +10.1% | -22.1% | -15.6% |
| 30D | -7.7% | -0.5% | -7.2% | -8.0% |
| 3M | -24.0% | -4.8% | -19.2% | -23.0% |
| 6M | -24.4% | +10.7% | -35.2% | -28.3% |
| YTD | -34.0% | +25.0% | -59.0% | -41.6% |
| 1Y | -35.6% | +8.3% | -43.9% | -39.6% |
| 3Y | +28.7% | +36.8% | -8.2% | +1.7% |
| 5Y | +55.3% | +121.8% | -66.4% | -5.3% |
| 10Y | +437.4% | +9.2% | +428.3% | +228.7% |
| All | +596.4% | +42.6% | +553.8% | +173.2% |
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 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