+108.4%
FSLR vs MKTX
-60.6%
+169.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | -14.0% | +0.8% | -14.8% | -14.1% |
| 3M | -16.9% | +41.1% | -58.0% | -22.1% |
| 6M | +4.7% | -9.5% | +14.3% | +6.5% |
| YTD | -20.7% | -8.7% | -12.0% | -19.5% |
| 1Y | +1.7% | -10.0% | +11.6% | +3.2% |
| 3Y | +13.1% | -24.6% | +37.7% | +15.9% |
| 5Y | +108.4% | -60.3% | +168.7% | +134.8% |
| All | +108.4% | -60.6% | +169.0% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling