+52.6%
FSLR vs S
-71.1%
+123.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -14.8% | +2.0% | -16.8% | -15.1% |
| 30D | -4.3% | -2.7% | -1.6% | -4.3% |
| 3M | -23.4% | -6.9% | -16.5% | -23.3% |
| 6M | -26.9% | +38.1% | -65.0% | -31.7% |
| YTD | -34.4% | +48.0% | -82.4% | -39.9% |
| 1Y | -33.2% | +34.5% | -67.7% | -38.0% |
| 3Y | +28.1% | +38.3% | -10.3% | +13.7% |
| All | +52.6% | -71.1% | +123.7% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling