+418.1%
FSLR vs IT
+90.0%
+328.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -14.8% | +1.1% | -15.9% | -15.0% |
| 30D | -4.3% | -1.8% | -2.4% | -4.7% |
| 3M | -23.4% | +4.8% | -28.2% | -25.5% |
| 6M | -26.9% | +33.0% | -60.0% | -35.0% |
| YTD | -34.4% | -23.8% | -10.6% | -31.6% |
| 1Y | -33.2% | -16.5% | -16.7% | -32.9% |
| 3Y | +28.1% | -53.6% | +81.7% | +53.8% |
| 5Y | +54.5% | -42.1% | +96.6% | +62.8% |
| All | +418.1% | +90.0% | +328.1% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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