+311.5%
FSLR vs P
+469.1%
-157.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.9% |
| 7D | +15.3% | -23.8% | +39.1% | +22.1% |
| 30D | +11.7% | -36.6% | +48.3% | +23.3% |
| 3M | -17.6% | +10.9% | -28.5% | -22.1% |
| 6M | -7.7% | +30.0% | -37.7% | -17.2% |
| YTD | -23.0% | +44.4% | -67.4% | -33.7% |
| 1Y | -26.0% | +3.9% | -30.0% | -31.7% |
| 3Y | +36.9% | +176.6% | -139.7% | -8.8% |
| 5Y | +72.9% | +249.3% | -176.3% | +5.1% |
| 10Y | +519.3% | +726.9% | -207.6% | +208.4% |
| All | +311.5% | +469.1% | -157.6% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling