+619.9%
FSLR vs QID
-100.0%
+719.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -4.2% |
| 7D | -8.4% | -1.1% | -7.3% | -8.9% |
| 30D | -0.9% | +14.4% | -15.3% | +7.7% |
| 3M | -26.1% | +6.7% | -32.7% | -22.4% |
| 6M | -23.6% | +2.6% | -26.2% | -18.5% |
| YTD | -31.8% | -24.2% | -7.6% | -38.0% |
| 1Y | -32.6% | -22.3% | -10.3% | -37.3% |
| 3Y | +33.0% | -72.0% | +105.0% | -22.0% |
| 5Y | +56.8% | -78.2% | +134.9% | -1.9% |
| 10Y | +455.6% | -99.1% | +554.6% | -36.4% |
| All | +619.9% | -100.0% | +719.9% | -82.2% |
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 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