+447.0%
FSLR vs MET
+245.0%
+202.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -15.1% | -1.4% | -13.8% | -14.7% |
| 3M | -22.5% | +12.5% | -35.1% | -26.4% |
| 6M | +4.0% | +37.1% | -33.1% | -9.1% |
| YTD | -22.3% | +23.8% | -46.0% | -29.3% |
| 1Y | 0.0% | +24.1% | -24.1% | -9.4% |
| 3Y | +10.9% | +65.2% | -54.3% | -12.8% |
| 5Y | +105.4% | +82.3% | +23.1% | +52.6% |
| 10Y | +447.0% | +241.6% | +205.4% | +225.7% |
| All | +447.0% | +245.0% | +202.0% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MET 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling