-7.7%
FSLR vs IR
+6.3%
-14.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.1% |
| 7D | +15.3% | +3.7% | +11.7% | +13.5% |
| 30D | +11.7% | +7.4% | +4.2% | +8.2% |
| 3M | -17.6% | -5.9% | -11.7% | -16.0% |
| 6M | -7.7% | +5.6% | -13.3% | -9.6% |
| All | -7.7% | +6.3% | -14.1% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling