+420.9%
FSLR vs QID
-99.1%
+519.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.0% |
| 7D | -12.0% | -11.8% | -0.2% | -16.7% |
| 30D | -7.7% | +14.2% | -21.9% | -1.5% |
| 3M | -24.0% | +8.8% | -32.8% | -20.3% |
| 6M | -24.4% | +1.5% | -25.9% | -20.7% |
| YTD | -34.0% | -23.8% | -10.3% | -38.1% |
| 1Y | -35.6% | -22.0% | -13.6% | -38.5% |
| 3Y | +28.7% | -71.9% | +100.6% | -11.7% |
| 5Y | +55.3% | -77.6% | +132.9% | +15.3% |
| All | +420.9% | -99.1% | +519.9% | +12.0% |
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