-26.0%
FSLR vs FOXA
+11.1%
-37.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +4.2% |
| 7D | +10.3% | +9.9% | +0.5% | +9.3% |
| 30D | +10.4% | +10.0% | +0.4% | +9.3% |
| 3M | -20.2% | +18.4% | -38.6% | -21.5% |
| 6M | -8.0% | +12.2% | -20.2% | -10.0% |
| YTD | -25.5% | -3.8% | -21.8% | -21.6% |
| 1Y | -26.0% | +8.9% | -34.9% | -22.7% |
| All | -26.0% | +11.1% | -37.0% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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