+116.4%
FSLR vs S
-71.4%
+187.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | 0.0% | -7.7% | +7.7% | +1.2% |
| 30D | -13.7% | -5.3% | -8.3% | -13.2% |
| 3M | -35.1% | +20.3% | -55.4% | -37.2% |
| 6M | +3.6% | +47.4% | -43.7% | -3.6% |
| YTD | -21.7% | +32.5% | -54.3% | -26.3% |
| 1Y | +1.3% | +9.5% | -8.3% | -1.8% |
| 3Y | +9.7% | +15.5% | -5.8% | +1.7% |
| All | +116.4% | -71.4% | +187.8% | +118.1% |
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