+105.4%
FSLR vs QSR
+43.4%
+61.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.1% | -4.1% |
| 7D | +0.2% | -2.4% | +2.6% | +1.1% |
| 30D | -15.1% | +5.7% | -20.8% | -17.2% |
| 3M | -22.5% | +6.9% | -29.5% | -25.3% |
| 6M | +4.0% | +6.9% | -2.9% | -0.4% |
| YTD | -22.3% | +14.9% | -37.2% | -28.4% |
| 1Y | 0.0% | +29.1% | -29.1% | -13.8% |
| 3Y | +10.9% | +26.1% | -15.3% | -6.3% |
| 5Y | +105.4% | +42.3% | +63.1% | +52.2% |
| All | +105.4% | +43.4% | +61.9% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling