+279.1%
FSLR vs FOXA
+90.8%
+188.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.4% |
| 7D | 0.0% | -4.0% | +4.0% | +1.2% |
| 30D | -13.7% | +12.0% | -25.6% | -16.8% |
| 3M | -35.1% | +0.3% | -35.3% | -36.0% |
| 6M | +3.6% | +12.5% | -8.8% | -2.0% |
| YTD | -21.7% | -9.6% | -12.1% | -20.5% |
| 1Y | +1.3% | +8.6% | -7.3% | -3.8% |
| 3Y | +9.7% | +118.5% | -108.8% | -19.5% |
| 5Y | +117.4% | +88.8% | +28.6% | +64.6% |
| All | +279.1% | +90.8% | +188.3% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling