+116.4%
FSLR vs RF
+89.8%
+26.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | -13.7% | -3.6% | -10.0% | -12.7% |
| 3M | -35.1% | +8.1% | -43.2% | -36.8% |
| 6M | +3.6% | +11.5% | -7.8% | -0.2% |
| YTD | -21.7% | +15.6% | -37.3% | -25.8% |
| 1Y | +1.3% | +15.7% | -14.4% | -4.2% |
| 3Y | +9.7% | +86.9% | -77.2% | -15.3% |
| All | +116.4% | +89.8% | +26.6% | +52.0% |
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