+28.7%
FSLR vs IR
+25.6%
+3.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -12.0% | +4.3% | -16.2% | -13.3% |
| 30D | -7.7% | +8.1% | -15.7% | -10.3% |
| 3M | -24.0% | +0.7% | -24.7% | -24.4% |
| 6M | -24.4% | +16.6% | -41.1% | -28.8% |
| YTD | -34.0% | +7.8% | -41.8% | -36.8% |
| 1Y | -35.6% | +9.9% | -45.5% | -38.6% |
| All | +28.7% | +25.6% | +3.2% | -7.5% |
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