+63.1%
FSLR vs QID
-76.9%
+140.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.0% |
| 7D | -2.6% | +1.8% | -4.4% | -1.7% |
| 30D | +1.8% | +21.6% | -19.8% | +11.4% |
| 3M | -24.4% | +12.6% | -37.0% | -19.6% |
| 6M | -17.7% | +6.9% | -24.6% | -11.7% |
| YTD | -30.7% | -20.5% | -10.2% | -33.4% |
| 1Y | -33.6% | -18.1% | -15.5% | -35.0% |
| 3Y | +35.1% | -70.7% | +105.8% | -2.9% |
| 5Y | +63.1% | -77.2% | +140.3% | +27.2% |
| All | +63.1% | -76.9% | +140.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling