-30.4%
FSLR vs Q
+74.5%
-104.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.3% |
| 7D | -12.0% | +11.5% | -23.5% | -15.3% |
| 30D | -7.7% | -0.2% | -7.5% | -8.1% |
| 3M | -24.0% | -13.6% | -10.4% | -20.8% |
| 6M | -24.4% | -27.0% | +2.6% | -17.6% |
| YTD | -34.0% | +50.5% | -84.6% | -43.0% |
| 1Y | -35.6% | +33.8% | -69.4% | -41.2% |
| All | -30.4% | +74.5% | -104.9% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling