+36.9%
FSLR vs IR
+27.4%
+9.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.3% |
| 7D | +15.3% | +3.7% | +11.7% | +13.9% |
| 30D | +11.7% | +7.4% | +4.2% | +8.8% |
| 3M | -17.6% | -5.9% | -11.7% | -16.1% |
| 6M | -7.7% | +5.6% | -13.3% | -10.0% |
| YTD | -23.0% | +4.8% | -27.8% | -25.4% |
| 1Y | -26.0% | +6.9% | -33.0% | -28.7% |
| 3Y | +36.9% | +27.6% | +9.3% | +3.9% |
| All | +36.9% | +27.4% | +9.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling