+177.7%
FSLR vs QS
-44.4%
+222.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | 0.0% | -2.3% | +2.3% | +0.3% |
| 30D | -13.7% | -0.7% | -12.9% | -13.7% |
| 3M | -35.1% | -39.6% | +4.6% | -31.1% |
| 6M | +3.6% | -21.7% | +25.4% | +6.3% |
| YTD | -21.7% | -47.4% | +25.7% | -16.3% |
| 1Y | +1.3% | -28.4% | +29.6% | +3.1% |
| 3Y | +9.7% | -22.6% | +32.3% | +4.1% |
| 5Y | +117.4% | -75.6% | +193.0% | +114.9% |
| All | +177.7% | -44.4% | +222.1% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling