-29.7%
FSLR vs S
+38.4%
-68.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.0% | -12.8% | -4.7% |
| 7D | +5.3% | +1.6% | +3.7% | +5.3% |
| 30D | +7.8% | -10.5% | +18.2% | +7.7% |
| 3M | -23.4% | +9.9% | -33.3% | -23.5% |
| 6M | -12.9% | +41.8% | -54.7% | -12.2% |
| YTD | -26.7% | +56.8% | -83.5% | -24.2% |
| All | -29.7% | +38.4% | -68.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling