+453.5%
FSLR vs JBL
+1,478.7%
-1,025.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +3.2% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | -14.0% | -15.1% | +1.1% | -8.3% |
| 3M | -16.9% | -14.0% | -2.8% | -12.2% |
| 6M | +4.7% | +20.6% | -15.9% | -4.6% |
| YTD | -20.7% | +32.9% | -53.6% | -31.5% |
| 1Y | +1.7% | +40.5% | -38.9% | -14.8% |
| 3Y | +13.1% | +183.7% | -170.7% | -35.7% |
| 5Y | +108.4% | +388.3% | -279.9% | -12.1% |
| All | +453.5% | +1,478.7% | -1,025.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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