+74.9%
FSLR vs S
-67.4%
+142.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | +15.3% | -13.4% | +28.8% | +17.7% |
| 30D | +11.7% | -14.0% | +25.7% | +13.8% |
| 3M | -17.6% | +4.9% | -22.5% | -19.1% |
| 6M | -7.7% | +42.0% | -49.7% | -14.0% |
| YTD | -23.0% | +45.1% | -68.1% | -29.2% |
| 1Y | -26.0% | +33.1% | -59.1% | -31.2% |
| 3Y | +36.9% | +40.6% | -3.8% | +21.5% |
| All | +74.9% | -67.4% | +142.3% | +79.0% |
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