+247.9%
FSLR vs FSLY
+5.6%
+242.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.7% | -10.4% | -5.5% |
| 7D | +0.2% | +11.2% | -10.9% | -1.2% |
| 30D | -15.1% | -18.2% | +3.0% | -13.2% |
| 3M | -22.5% | +21.9% | -44.4% | -25.6% |
| 6M | +4.0% | +4.0% | -0.1% | -1.6% |
| YTD | -22.3% | +123.1% | -145.3% | -36.6% |
| 1Y | 0.0% | +196.9% | -196.8% | -23.5% |
| 3Y | +10.9% | -1.3% | +12.1% | -5.9% |
| 5Y | +105.4% | -50.2% | +155.6% | +77.0% |
| All | +247.9% | +5.6% | +242.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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