+418.1%
FSLR vs P
+652.0%
-233.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -14.8% | +11.6% | -26.4% | -17.4% |
| 30D | -4.3% | -23.7% | +19.4% | +1.3% |
| 3M | -23.4% | -8.0% | -15.4% | -23.8% |
| 6M | -26.9% | +27.9% | -54.8% | -34.9% |
| YTD | -34.4% | +61.2% | -95.5% | -46.1% |
| 1Y | -33.2% | +28.6% | -61.8% | -42.5% |
| 3Y | +28.1% | +200.5% | -172.4% | -21.1% |
| 5Y | +54.5% | +282.9% | -228.4% | -14.9% |
| All | +418.1% | +652.0% | -233.9% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling