+418.1%
FSLR vs QSR
+137.6%
+280.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -14.8% | -2.9% | -11.9% | -13.8% |
| 30D | -4.3% | +4.1% | -8.4% | -5.8% |
| 3M | -23.4% | -0.7% | -22.7% | -23.4% |
| 6M | -26.9% | +0.4% | -27.4% | -27.8% |
| YTD | -34.4% | +13.5% | -47.9% | -38.8% |
| 1Y | -33.2% | +11.0% | -44.2% | -37.2% |
| 3Y | +28.1% | +22.0% | +6.1% | +14.0% |
| 5Y | +54.5% | +57.1% | -2.5% | +22.9% |
| All | +418.1% | +137.6% | +280.5% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling