+243.0%
FSLR vs RUN
-30.6%
+273.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -3.0% |
| 7D | -8.4% | +3.2% | -11.6% | -9.7% |
| 30D | -0.9% | +19.5% | -20.4% | -7.3% |
| 3M | -26.1% | -9.6% | -16.5% | -24.1% |
| 6M | -23.6% | -37.3% | +13.7% | -12.3% |
| YTD | -31.8% | -50.7% | +18.9% | -19.5% |
| 1Y | -32.6% | -54.1% | +21.5% | -18.7% |
| 3Y | +33.0% | -3.9% | +36.9% | +0.9% |
| 5Y | +56.8% | -84.4% | +141.2% | +83.5% |
| 10Y | +455.6% | +77.5% | +378.1% | +240.1% |
| All | +243.0% | -30.6% | +273.6% | +122.6% |
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