+217.8%
FSLR vs FOXA
+99.6%
+118.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.7% | -1.8% |
| 7D | -14.8% | +2.7% | -17.5% | -15.5% |
| 30D | -4.3% | +10.0% | -14.3% | -7.2% |
| 3M | -23.4% | +5.0% | -28.4% | -24.8% |
| 6M | -26.9% | +3.4% | -30.3% | -28.9% |
| YTD | -34.4% | -5.5% | -28.9% | -34.4% |
| 1Y | -33.2% | +5.5% | -38.7% | -35.7% |
| 3Y | +28.1% | +139.3% | -111.2% | -9.1% |
| 5Y | +54.5% | +77.2% | -22.7% | +19.2% |
| All | +217.8% | +99.6% | +118.2% | +109.5% |
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