+453.5%
FSLR vs QSR
+133.7%
+319.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -0.1% | -4.7% | +4.6% | +1.7% |
| 30D | -14.0% | +4.3% | -18.3% | -15.6% |
| 3M | -16.9% | +5.4% | -22.3% | -19.2% |
| 6M | +4.7% | +8.2% | -3.4% | +0.2% |
| YTD | -20.7% | +14.1% | -34.8% | -26.1% |
| 1Y | +1.7% | +28.1% | -26.4% | -10.1% |
| 3Y | +13.1% | +25.3% | -12.2% | -0.3% |
| 5Y | +108.4% | +40.4% | +68.0% | +73.3% |
| All | +453.5% | +133.7% | +319.7% | +272.6% |
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