+96.8%
FSLR vs S
-48.3%
+145.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -8.4% | +1.2% | -9.7% | -8.7% |
| 30D | -0.9% | -7.3% | +6.4% | -0.2% |
| 3M | -26.1% | +5.9% | -31.9% | -27.4% |
| 6M | -23.6% | +45.6% | -69.3% | -28.8% |
| YTD | -31.8% | +58.5% | -90.4% | -37.8% |
| 1Y | -32.6% | +37.6% | -70.2% | -37.2% |
| 3Y | +33.0% | +51.7% | -18.7% | +17.8% |
| 5Y | +56.8% | -67.5% | +124.3% | +55.1% |
| All | +96.8% | -48.3% | +145.1% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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