+33.1%
FSLR vs RUN
-2.6%
+35.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -3.1% |
| 7D | -8.4% | +3.2% | -11.6% | -9.8% |
| 30D | -0.9% | +19.5% | -20.4% | -7.7% |
| 3M | -26.1% | -9.6% | -16.5% | -24.0% |
| 6M | -23.6% | -37.3% | +13.7% | -11.5% |
| YTD | -31.8% | -50.7% | +18.9% | -19.0% |
| 1Y | -32.6% | -54.1% | +21.5% | -18.0% |
| All | +33.1% | -2.6% | +35.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling