-35.6%
FSLR vs RF
+18.0%
-53.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -12.0% | +0.4% | -12.3% | -12.1% |
| 30D | -7.7% | +5.6% | -13.2% | -9.1% |
| 3M | -24.0% | -8.9% | -15.2% | -22.3% |
| 6M | -24.4% | +7.1% | -31.5% | -25.8% |
| YTD | -34.0% | +8.3% | -42.4% | -37.5% |
| 1Y | -35.6% | +16.8% | -52.4% | -40.5% |
| All | -35.6% | +18.0% | -53.6% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling