-35.6%
FSLR vs QID
-21.0%
-14.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.0% |
| 7D | -12.0% | -11.8% | -0.2% | -17.2% |
| 30D | -7.7% | +14.2% | -21.9% | +0.8% |
| 3M | -24.0% | +8.8% | -32.8% | -19.0% |
| 6M | -24.4% | +1.5% | -25.9% | -19.1% |
| YTD | -34.0% | -23.8% | -10.3% | -36.6% |
| 1Y | -35.6% | -22.0% | -13.6% | -36.2% |
| All | -35.6% | -21.0% | -14.6% | -36.2% |
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