-29.7%
FSLR vs P
+10.7%
-40.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.0% | -5.5% |
| 7D | +5.3% | -9.6% | +14.9% | +6.3% |
| 30D | +7.8% | -33.4% | +41.2% | +13.8% |
| 3M | -23.4% | +14.2% | -37.6% | -26.8% |
| 6M | -12.9% | +31.6% | -44.5% | -20.3% |
| YTD | -26.7% | +53.5% | -80.1% | -34.4% |
| All | -29.7% | +10.7% | -40.4% | -34.1% |
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