+495.8%
FSLR vs RF
+279.4%
+216.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +15.3% | -0.9% | +16.2% | +15.7% |
| 30D | +11.7% | +6.0% | +5.6% | +9.3% |
| 3M | -17.6% | -8.9% | -8.7% | -14.9% |
| 6M | -7.7% | +2.3% | -10.1% | -8.8% |
| YTD | -23.0% | +7.6% | -30.6% | -25.6% |
| 1Y | -26.0% | +21.2% | -47.2% | -31.5% |
| 3Y | +36.9% | +108.5% | -71.7% | +0.8% |
| 5Y | +72.9% | +43.2% | +29.7% | +41.3% |
| All | +495.8% | +279.4% | +216.4% | +251.2% |
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