+293.8%
FSLR vs RUN
-31.9%
+325.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | +1.3% | -1.3% | -0.5% |
| 30D | -13.7% | -15.3% | +1.6% | -9.4% |
| 3M | -35.1% | -40.0% | +4.9% | -23.9% |
| 6M | +3.6% | -27.0% | +30.6% | +13.1% |
| YTD | -21.7% | -51.7% | +29.9% | -6.5% |
| 1Y | +1.3% | -45.9% | +47.2% | +14.3% |
| 3Y | +9.7% | -43.8% | +53.5% | -2.2% |
| 5Y | +117.4% | -80.5% | +197.8% | +139.1% |
| 10Y | +435.5% | +45.3% | +390.2% | +238.2% |
| All | +293.8% | -31.9% | +325.7% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling