+674.5%
FSLR vs MET
+239.4%
+435.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -6.3% |
| 7D | +5.3% | +1.3% | +3.9% | +4.5% |
| 30D | +7.8% | +4.0% | +3.7% | +5.6% |
| 3M | -23.4% | +4.6% | -28.0% | -25.2% |
| 6M | -12.9% | +32.8% | -45.7% | -24.1% |
| YTD | -26.7% | +32.3% | -58.9% | -36.3% |
| 1Y | -28.4% | +37.1% | -65.6% | -38.8% |
| 3Y | +44.6% | +86.8% | -42.3% | +4.7% |
| 5Y | +67.9% | +87.4% | -19.4% | +19.0% |
| 10Y | +496.9% | +209.9% | +287.0% | +210.8% |
| All | +674.5% | +239.4% | +435.1% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling