-23.6%
FSLR vs MET
+34.0%
-57.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | -8.4% | 0.0% | -8.5% | -8.1% |
| 30D | -0.9% | +3.4% | -4.3% | -0.5% |
| 3M | -26.1% | +7.0% | -33.0% | -25.6% |
| 6M | -23.6% | +34.6% | -58.3% | -10.3% |
| All | -23.6% | +34.0% | -57.6% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling