+455.6%
FSLR vs RF
+241.0%
+214.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.4% | -1.3% | -7.1% | -8.0% |
| 30D | -0.9% | +4.6% | -5.5% | -2.6% |
| 3M | -26.1% | -8.4% | -17.6% | -23.7% |
| 6M | -23.6% | +8.9% | -32.5% | -26.2% |
| YTD | -31.8% | +8.8% | -40.6% | -34.4% |
| 1Y | -32.6% | +18.9% | -51.5% | -37.2% |
| 3Y | +33.0% | +116.0% | -83.0% | -3.8% |
| 5Y | +56.8% | +46.0% | +10.8% | +26.8% |
| 10Y | +455.6% | +231.7% | +223.8% | +207.8% |
| All | +455.6% | +241.0% | +214.5% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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