+453.5%
FSLR vs OMC
+35.0%
+418.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | -0.1% | -6.2% | +6.1% | +1.9% |
| 30D | -14.0% | -7.6% | -6.4% | -11.9% |
| 3M | -16.9% | +7.4% | -24.3% | -19.4% |
| 6M | +4.7% | +0.1% | +4.6% | +3.7% |
| YTD | -20.7% | +0.4% | -21.1% | -22.4% |
| 1Y | +1.7% | +7.8% | -6.1% | -3.6% |
| 3Y | +13.1% | +11.8% | +1.3% | +4.3% |
| 5Y | +108.4% | +32.5% | +75.9% | +78.1% |
| All | +453.5% | +35.0% | +418.5% | +378.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling