+36.9%
FSLR vs FN
+101.0%
-64.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -8.9% | +0.2% |
| 7D | +15.3% | 0.0% | +15.4% | +14.4% |
| 30D | +11.7% | -34.3% | +46.0% | +21.4% |
| 3M | -17.6% | -39.9% | +22.2% | -9.9% |
| 6M | -7.7% | -51.8% | +44.1% | +5.3% |
| YTD | -23.0% | -28.1% | +5.1% | -22.3% |
| 1Y | -26.0% | -29.1% | +3.0% | -25.3% |
| 3Y | +36.9% | +102.4% | -65.6% | -11.2% |
| All | +36.9% | +101.0% | -64.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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