+424.5%
FSLR vs RF
+343.3%
+81.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -13.7% | -3.6% | -10.0% | -12.6% |
| 3M | -35.1% | +8.1% | -43.2% | -37.0% |
| 6M | +3.6% | +11.5% | -7.8% | -0.8% |
| YTD | -21.7% | +15.6% | -37.3% | -26.3% |
| 1Y | +1.3% | +15.7% | -14.4% | -4.9% |
| 3Y | +9.7% | +86.9% | -77.2% | -16.3% |
| 5Y | +117.4% | +89.8% | +27.5% | +58.8% |
| All | +424.5% | +343.3% | +81.2% | +137.9% |
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