+28.7%
FSLR vs S
+42.2%
-13.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.6% |
| 7D | -12.0% | +4.1% | -16.0% | -12.4% |
| 30D | -7.7% | -7.2% | -0.5% | -7.1% |
| 3M | -24.0% | 0.0% | -24.0% | -24.7% |
| 6M | -24.4% | +41.6% | -66.1% | -28.7% |
| YTD | -34.0% | +48.6% | -82.6% | -38.5% |
| 1Y | -35.6% | +30.0% | -65.6% | -38.6% |
| All | +28.7% | +42.2% | -13.4% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling