+726.4%
FSLR vs QID
-100.0%
+826.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.6% |
| 7D | 0.0% | -0.6% | +0.6% | -0.3% |
| 30D | -13.7% | 0.0% | -13.7% | -13.5% |
| 3M | -35.1% | +3.7% | -38.8% | -31.3% |
| 6M | +3.6% | -29.9% | +33.5% | -10.8% |
| YTD | -21.7% | -28.8% | +7.0% | -32.0% |
| 1Y | +1.3% | -37.2% | +38.5% | -16.7% |
| 3Y | +9.7% | -73.7% | +83.4% | -38.0% |
| 5Y | +117.4% | -80.7% | +198.1% | +25.5% |
| 10Y | +435.5% | -99.1% | +534.6% | -40.8% |
| All | +726.4% | -100.0% | +826.4% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling