+13.2%
FSLR vs SHAK
-3.6%
+16.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.5% | +1.8% | -3.7% |
| 7D | +0.2% | -7.2% | +7.4% | +1.4% |
| 30D | -15.1% | -11.8% | -3.3% | -13.5% |
| 3M | -22.5% | +17.2% | -39.7% | -25.0% |
| 6M | +4.0% | -34.1% | +38.1% | +9.8% |
| YTD | -22.3% | -22.4% | +0.1% | -21.4% |
| 1Y | 0.0% | -35.9% | +35.9% | +5.5% |
| All | +13.2% | -3.6% | +16.9% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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