+691.3%
FSLR vs RF
+42.6%
+648.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.2% |
| 7D | +10.7% | -1.6% | +12.3% | +11.2% |
| 30D | +8.9% | +5.0% | +3.8% | +7.4% |
| 3M | -17.3% | -10.0% | -7.4% | -15.0% |
| 6M | -10.8% | +3.3% | -14.1% | -11.7% |
| YTD | -25.1% | +7.9% | -33.0% | -26.9% |
| 1Y | -29.4% | +21.2% | -50.7% | -33.3% |
| 3Y | +28.8% | +105.8% | -77.0% | +4.5% |
| 5Y | +68.3% | +43.7% | +24.6% | +46.7% |
| 10Y | +502.7% | +289.4% | +213.3% | +289.1% |
| All | +691.3% | +42.6% | +648.7% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling