+52.6%
FSLR vs RF
+47.5%
+5.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.9% |
| 7D | -14.8% | +1.9% | -16.7% | -15.3% |
| 30D | -4.3% | +7.3% | -11.6% | -6.5% |
| 3M | -23.4% | -7.9% | -15.5% | -21.4% |
| 6M | -26.9% | +10.5% | -37.5% | -29.4% |
| YTD | -34.4% | +9.6% | -44.0% | -36.8% |
| 1Y | -33.2% | +20.3% | -53.5% | -37.5% |
| 3Y | +28.1% | +119.5% | -91.5% | -5.9% |
| All | +52.6% | +47.5% | +5.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling