+737.4%
FSLR vs PAYX
+463.3%
+274.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | -0.1% | -7.9% | +7.8% | +5.1% |
| 30D | -14.0% | -5.0% | -9.0% | -11.4% |
| 3M | -16.9% | +15.1% | -32.0% | -25.7% |
| 6M | +4.7% | +23.9% | -19.2% | -12.6% |
| YTD | -20.7% | +6.2% | -26.9% | -27.6% |
| 1Y | +1.7% | -9.6% | +11.3% | +3.2% |
| 3Y | +13.1% | +5.8% | +7.3% | -4.1% |
| 5Y | +108.4% | +22.0% | +86.4% | +52.6% |
| 10Y | +458.0% | +165.1% | +292.9% | +84.1% |
| All | +737.4% | +463.3% | +274.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded PAYX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling