+453.5%
FSLR vs RUN
+43.4%
+410.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.7% |
| 7D | -0.1% | -3.4% | +3.2% | +1.1% |
| 30D | -14.0% | -14.0% | 0.0% | -9.5% |
| 3M | -16.9% | -27.5% | +10.6% | -8.0% |
| 6M | +4.7% | -29.0% | +33.7% | +16.2% |
| YTD | -20.7% | -53.1% | +32.4% | -3.1% |
| 1Y | +1.7% | -46.7% | +48.4% | +16.5% |
| 3Y | +13.1% | -38.3% | +51.4% | -4.9% |
| 5Y | +108.4% | -80.7% | +189.1% | +130.0% |
| All | +453.5% | +43.4% | +410.1% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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