-26.0%
FSLR vs FROG
+83.7%
-109.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.1% | +4.7% |
| 7D | +10.3% | -14.1% | +24.4% | +10.7% |
| 30D | +10.4% | -11.8% | +22.2% | +10.6% |
| 3M | -20.2% | +0.1% | -20.3% | -20.1% |
| 6M | -8.0% | +64.2% | -72.2% | -6.9% |
| YTD | -25.5% | +38.2% | -63.8% | -24.0% |
| 1Y | -26.0% | +85.4% | -111.4% | -23.7% |
| All | -26.0% | +83.7% | -109.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling