-35.6%
FSLR vs MET
+34.4%
-70.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | -12.0% | +2.1% | -14.1% | -12.2% |
| 30D | -7.7% | +1.8% | -9.5% | -7.9% |
| 3M | -24.0% | +6.0% | -30.0% | -24.8% |
| 6M | -24.4% | +31.1% | -55.6% | -28.9% |
| YTD | -34.0% | +32.6% | -66.6% | -37.1% |
| 1Y | -35.6% | +30.5% | -66.1% | -38.1% |
| All | -35.6% | +34.4% | -70.0% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling