-26.0%
FSLR vs M
+15.5%
-41.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +4.3% |
| 7D | +15.3% | -4.3% | +19.6% | +16.7% |
| 30D | +11.7% | +1.3% | +10.4% | +10.6% |
| 3M | -17.6% | -7.4% | -10.2% | -15.6% |
| 6M | -7.7% | +18.3% | -26.1% | -12.0% |
| YTD | -23.0% | +7.6% | -30.6% | -24.5% |
| 1Y | -26.0% | +17.4% | -43.4% | -29.8% |
| All | -26.0% | +15.5% | -41.5% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling