+420.9%
FSLR vs ROST
+310.3%
+110.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | -12.0% | +0.9% | -12.8% | -12.3% |
| 30D | -7.7% | +5.1% | -12.8% | -9.6% |
| 3M | -24.0% | -4.3% | -19.8% | -23.1% |
| 6M | -24.4% | +9.4% | -33.9% | -27.4% |
| YTD | -34.0% | +32.5% | -66.5% | -41.1% |
| 1Y | -35.6% | +46.9% | -82.5% | -44.7% |
| 3Y | +28.7% | +98.1% | -69.4% | -1.8% |
| 5Y | +55.3% | +116.9% | -61.6% | +11.8% |
| All | +420.9% | +310.3% | +110.6% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling