+592.8%
FSLR vs RSG
+1,256.3%
-663.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -14.8% | +2.5% | -17.3% | -16.1% |
| 30D | -4.3% | +12.7% | -17.0% | -11.3% |
| 3M | -23.4% | +17.9% | -41.3% | -31.0% |
| 6M | -26.9% | +25.0% | -51.9% | -37.5% |
| YTD | -34.4% | +20.8% | -55.2% | -43.2% |
| 1Y | -33.2% | +24.3% | -57.5% | -43.4% |
| 3Y | +28.1% | +65.3% | -37.2% | -14.3% |
| 5Y | +54.5% | +99.1% | -44.5% | -11.4% |
| 10Y | +434.6% | +452.4% | -17.8% | +33.6% |
| All | +592.8% | +1,256.3% | -663.6% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling