-33.2%
FSLR vs P
+23.6%
-56.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -14.8% | +11.6% | -26.4% | -16.0% |
| 30D | -4.3% | -23.7% | +19.4% | -1.1% |
| 3M | -23.4% | -8.0% | -15.4% | -23.4% |
| 6M | -26.9% | +27.9% | -54.8% | -32.6% |
| YTD | -34.4% | +61.2% | -95.5% | -41.3% |
| 1Y | -33.2% | +28.6% | -61.8% | -38.2% |
| All | -33.2% | +23.6% | -56.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling