+418.1%
FSLR vs RSG
+452.6%
-34.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +2.5% | -17.3% | -15.3% |
| 30D | -4.3% | +12.7% | -17.0% | -7.2% |
| 3M | -23.4% | +17.9% | -41.3% | -26.6% |
| 6M | -26.9% | +25.0% | -51.9% | -31.7% |
| YTD | -34.4% | +20.8% | -55.2% | -38.3% |
| 1Y | -33.2% | +24.3% | -57.5% | -37.8% |
| 3Y | +28.1% | +65.3% | -37.2% | +2.5% |
| 5Y | +54.5% | +99.1% | -44.5% | +12.2% |
| All | +418.1% | +452.6% | -34.5% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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