+219.5%
FSLR vs FOXA
+91.7%
+127.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | +0.1% | -2.3% |
| 7D | -12.0% | -2.9% | -9.1% | -11.2% |
| 30D | -7.7% | +5.1% | -12.8% | -9.2% |
| 3M | -24.0% | +4.7% | -28.7% | -25.4% |
| 6M | -24.4% | -0.2% | -24.2% | -25.7% |
| YTD | -34.0% | -9.2% | -24.8% | -33.2% |
| 1Y | -35.6% | -0.6% | -35.0% | -36.8% |
| 3Y | +28.7% | +125.7% | -97.0% | -6.9% |
| 5Y | +55.3% | +70.2% | -14.8% | +21.3% |
| All | +219.5% | +91.7% | +127.8% | +113.2% |
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