+123.5%
FSLR vs FOXA
+89.1%
+34.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +6.8% | -0.6% | +7.4% | +7.0% |
| 30D | -14.7% | +2.3% | -17.0% | -15.5% |
| 3M | -22.6% | -2.8% | -19.7% | -22.6% |
| 6M | +12.7% | +9.6% | +3.1% | +7.2% |
| YTD | -18.4% | -9.9% | -8.5% | -16.6% |
| 1Y | +4.9% | +5.4% | -0.4% | +0.5% |
| 3Y | +16.4% | +115.3% | -98.9% | -19.9% |
| 5Y | +123.5% | +93.1% | +30.4% | +51.1% |
| All | +123.5% | +89.1% | +34.4% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling