+431.2%
FSLR vs M
-1.9%
+433.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.9% |
| 7D | 0.0% | +4.7% | -4.7% | -0.9% |
| 30D | -13.7% | -9.6% | -4.0% | -12.0% |
| 3M | -35.1% | +0.9% | -35.9% | -35.2% |
| 6M | +3.6% | +22.3% | -18.6% | -0.1% |
| YTD | -21.7% | +6.5% | -28.3% | -22.9% |
| 1Y | +1.3% | +38.8% | -37.5% | -5.0% |
| 3Y | +9.7% | +115.9% | -106.2% | -7.1% |
| 5Y | +117.4% | +28.6% | +88.7% | +90.7% |
| All | +431.2% | -1.9% | +433.1% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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