+726.4%
FSLR vs IT
+827.0%
-100.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.6% |
| 7D | 0.0% | -6.0% | +6.0% | +2.7% |
| 30D | -13.7% | 0.0% | -13.7% | -14.1% |
| 3M | -35.1% | +13.1% | -48.2% | -40.9% |
| 6M | +3.6% | +11.7% | -8.1% | -7.8% |
| YTD | -21.7% | -26.1% | +4.4% | -17.0% |
| 1Y | +1.3% | -21.3% | +22.5% | +2.3% |
| 3Y | +9.7% | -46.7% | +56.4% | +25.3% |
| 5Y | +117.4% | -40.5% | +157.9% | +125.7% |
| 10Y | +435.5% | +103.9% | +331.6% | +132.7% |
| All | +726.4% | +827.0% | -100.6% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling