+462.0%
FSLR vs IR
+288.5%
+173.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | 0.0% | -2.8% | +2.8% | +1.1% |
| 30D | -13.7% | -15.1% | +1.5% | -7.9% |
| 3M | -35.1% | +6.1% | -41.2% | -36.8% |
| 6M | +3.6% | -16.8% | +20.5% | +10.6% |
| YTD | -21.7% | -3.5% | -18.2% | -21.7% |
| 1Y | +1.3% | -3.5% | +4.8% | +1.1% |
| 3Y | +9.7% | +9.5% | +0.2% | +0.9% |
| 5Y | +117.4% | +45.1% | +72.3% | +75.5% |
| All | +462.0% | +288.5% | +173.5% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling