+55.3%
FSLR vs P
+286.6%
-231.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -4.0% |
| 7D | -12.0% | +17.8% | -29.8% | -15.3% |
| 30D | -7.7% | -29.9% | +22.2% | -0.9% |
| 3M | -24.0% | -1.2% | -22.9% | -25.7% |
| 6M | -24.4% | +32.1% | -56.6% | -32.4% |
| YTD | -34.0% | +64.3% | -98.3% | -45.1% |
| 1Y | -35.6% | +24.3% | -59.9% | -43.1% |
| 3Y | +28.7% | +203.2% | -174.6% | -19.3% |
| 5Y | +55.3% | +290.4% | -235.1% | -14.8% |
| All | +55.3% | +286.6% | -231.2% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling