+123.5%
FSLR vs QID
-80.7%
+204.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.4% |
| 7D | +6.8% | -2.7% | +9.6% | +5.6% |
| 30D | -14.7% | +1.8% | -16.5% | -14.0% |
| 3M | -22.6% | -2.2% | -20.4% | -21.6% |
| 6M | +12.7% | -32.1% | +44.8% | +0.3% |
| YTD | -18.4% | -28.6% | +10.2% | -25.7% |
| 1Y | +4.9% | -36.3% | +41.3% | -7.6% |
| 3Y | +16.4% | -74.4% | +90.8% | -21.1% |
| 5Y | +123.5% | -80.8% | +204.2% | +64.2% |
| All | +123.5% | -80.7% | +204.1% | +64.2% |
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