+455.6%
FSLR vs P
+686.0%
-230.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.7% |
| 7D | -8.4% | -4.7% | -3.7% | -7.9% |
| 30D | -0.9% | -31.4% | +30.5% | +8.0% |
| 3M | -26.1% | -2.6% | -23.4% | -27.6% |
| 6M | -23.6% | +21.9% | -45.6% | -31.0% |
| YTD | -31.8% | +58.9% | -90.8% | -43.8% |
| 1Y | -32.6% | +21.7% | -54.3% | -41.0% |
| 3Y | +33.0% | +193.3% | -160.3% | -17.5% |
| 5Y | +56.8% | +275.1% | -218.3% | -13.2% |
| 10Y | +455.6% | +655.3% | -199.8% | +148.3% |
| All | +455.6% | +686.0% | -230.4% | +148.3% |
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