-13.9%
FSLR vs Q
+75.3%
-89.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.5% |
| 7D | +6.8% | +6.7% | +0.1% | +4.4% |
| 30D | -14.7% | -10.6% | -4.1% | -11.6% |
| 3M | -22.6% | -14.6% | -8.0% | -18.6% |
| 6M | +12.7% | +12.1% | +0.6% | +9.1% |
| YTD | -18.4% | +51.3% | -69.6% | -29.0% |
| All | -13.9% | +75.3% | -89.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded Q 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling