-18.8%
FSLR vs Q
+66.4%
-85.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.3% | -3.6% | +0.6% |
| 7D | +15.3% | +0.3% | +15.0% | +15.0% |
| 30D | +11.7% | -9.8% | +21.5% | +15.2% |
| 3M | -17.6% | -12.2% | -5.4% | -14.7% |
| 6M | -7.7% | -21.6% | +13.9% | -1.1% |
| YTD | -23.0% | +43.6% | -66.6% | -32.2% |
| 1Y | -26.0% | +25.7% | -51.7% | -31.0% |
| All | -18.8% | +66.4% | -85.2% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling