+13.2%
FSLR vs QSR
+25.9%
-12.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.1% | -4.4% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | -15.1% | +5.7% | -20.8% | -16.5% |
| 3M | -22.5% | +6.9% | -29.5% | -24.3% |
| 6M | +4.0% | +6.9% | -2.9% | +1.0% |
| YTD | -22.3% | +14.9% | -37.2% | -26.7% |
| 1Y | 0.0% | +29.1% | -29.1% | -10.7% |
| All | +13.2% | +25.9% | -12.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling