+447.0%
FSLR vs QID
-99.1%
+546.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.5% |
| 7D | +0.2% | -1.9% | +2.2% | -0.6% |
| 30D | -15.1% | +1.7% | -16.8% | -14.4% |
| 3M | -22.5% | -3.9% | -18.6% | -22.2% |
| 6M | +4.0% | -30.0% | +33.9% | -7.0% |
| YTD | -22.3% | -28.2% | +6.0% | -29.6% |
| 1Y | 0.0% | -35.6% | +35.7% | -12.3% |
| 3Y | +10.9% | -74.3% | +85.1% | -27.1% |
| 5Y | +105.4% | -80.8% | +186.2% | +41.4% |
| 10Y | +447.0% | -99.2% | +546.2% | +9.0% |
| All | +447.0% | -99.1% | +546.1% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling