+375.0%
FSLR vs QSR
+218.5%
+156.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.9% |
| 30D | -13.7% | +7.6% | -21.3% | -16.3% |
| 3M | -35.1% | +12.6% | -47.7% | -38.5% |
| 6M | +3.6% | +14.4% | -10.7% | -3.0% |
| YTD | -21.7% | +19.6% | -41.4% | -28.3% |
| 1Y | +1.3% | +33.9% | -32.6% | -11.7% |
| 3Y | +9.7% | +27.1% | -17.4% | -3.5% |
| 5Y | +117.4% | +48.5% | +68.8% | +77.8% |
| 10Y | +435.5% | +126.2% | +309.3% | +252.0% |
| All | +375.0% | +218.5% | +156.5% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling