+181.4%
FSLR vs QS
-47.4%
+228.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | -0.1% | -5.0% | +4.8% | +0.5% |
| 30D | -14.0% | -18.3% | +4.3% | -11.8% |
| 3M | -16.9% | -26.0% | +9.1% | -14.0% |
| 6M | +4.7% | -24.0% | +28.8% | +7.9% |
| YTD | -20.7% | -50.3% | +29.6% | -14.6% |
| 1Y | +1.7% | -38.0% | +39.6% | +5.7% |
| 3Y | +13.1% | -24.6% | +37.7% | +7.8% |
| 5Y | +108.4% | -75.4% | +183.8% | +107.3% |
| All | +181.4% | -47.4% | +228.9% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling