-26.0%
FSLR vs QID
-21.1%
-4.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.5% | +3.6% |
| 7D | +10.3% | +9.8% | +0.5% | +16.6% |
| 30D | +10.4% | +18.9% | -8.5% | +22.9% |
| 3M | -20.2% | +9.6% | -29.8% | -14.9% |
| 6M | -8.0% | -7.8% | -0.2% | -5.4% |
| YTD | -25.5% | -23.3% | -2.2% | -28.7% |
| 1Y | -26.0% | -22.0% | -3.9% | -27.2% |
| All | -26.0% | -21.1% | -4.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling