+13.3%
FSLR vs IT
-46.7%
+60.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.5% |
| 7D | 0.0% | -6.0% | +6.0% | -0.1% |
| 30D | -13.7% | 0.0% | -13.7% | -13.6% |
| 3M | -35.1% | +13.1% | -48.2% | -34.5% |
| 6M | +3.6% | +11.7% | -8.1% | +4.7% |
| YTD | -21.7% | -26.1% | +4.4% | -18.8% |
| 1Y | +1.3% | -21.3% | +22.5% | +4.2% |
| All | +13.3% | -46.7% | +60.0% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling