+284.1%
FSLR vs FOXA
+90.1%
+194.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.4% |
| 7D | -0.1% | -3.7% | +3.6% | +1.1% |
| 30D | -14.0% | +5.4% | -19.4% | -15.6% |
| 3M | -16.9% | -3.7% | -13.2% | -16.8% |
| 6M | +4.7% | +12.6% | -7.8% | -1.0% |
| YTD | -20.7% | -10.0% | -10.7% | -19.3% |
| 1Y | +1.7% | +15.0% | -13.4% | -5.2% |
| 3Y | +13.1% | +115.1% | -102.0% | -16.5% |
| 5Y | +108.4% | +93.0% | +15.4% | +56.8% |
| All | +284.1% | +90.1% | +194.0% | +157.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling