+33.2%
FSLR vs RF
+105.6%
-72.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.3% |
| 7D | +10.7% | -1.6% | +12.3% | +11.2% |
| 30D | +8.9% | +5.0% | +3.8% | +7.2% |
| 3M | -17.3% | -10.0% | -7.4% | -14.7% |
| 6M | -10.8% | +3.3% | -14.1% | -11.9% |
| YTD | -25.1% | +7.9% | -33.0% | -27.4% |
| 1Y | -29.4% | +21.2% | -50.7% | -34.1% |
| All | +33.2% | +105.6% | -72.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling