+36.9%
FSLR vs M
+100.8%
-64.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +4.0% |
| 7D | +15.3% | -4.3% | +19.6% | +16.6% |
| 30D | +11.7% | +1.3% | +10.4% | +10.9% |
| 3M | -17.6% | -7.4% | -10.2% | -16.2% |
| 6M | -7.7% | +18.3% | -26.1% | -12.2% |
| YTD | -23.0% | +7.6% | -30.6% | -25.2% |
| 1Y | -26.0% | +17.4% | -43.4% | -30.0% |
| 3Y | +36.9% | +108.4% | -71.5% | -5.1% |
| All | +36.9% | +100.8% | -64.0% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling