+631.5%
FSLR vs MET
+241.9%
+389.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.9% |
| 7D | -2.6% | +1.8% | -4.4% | -3.6% |
| 30D | +1.8% | +4.8% | -3.0% | -0.6% |
| 3M | -24.4% | +6.2% | -30.6% | -26.7% |
| 6M | -17.7% | +33.8% | -51.5% | -28.6% |
| YTD | -30.7% | +33.3% | -64.0% | -40.0% |
| 1Y | -33.6% | +36.3% | -70.0% | -43.2% |
| 3Y | +35.1% | +84.6% | -49.4% | -1.6% |
| 5Y | +63.1% | +87.7% | -24.6% | +15.4% |
| 10Y | +466.4% | +198.0% | +268.5% | +200.6% |
| All | +631.5% | +241.9% | +389.6% | +226.8% |
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