+4.9%
FSLR vs S
+4.5%
+0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.4% |
| 7D | +6.8% | -5.8% | +12.6% | +7.2% |
| 30D | -14.7% | -9.2% | -5.5% | -14.2% |
| 3M | -22.6% | +23.4% | -45.9% | -22.8% |
| 6M | +12.7% | +36.9% | -24.2% | +12.6% |
| YTD | -18.4% | +29.5% | -47.9% | -17.2% |
| 1Y | +4.9% | +5.4% | -0.5% | +13.6% |
| All | +4.9% | +4.5% | +0.5% | +13.6% |
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