+2.8%
FSLR vs SN
+496.6%
-493.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | -14.7% | -5.6% | -9.1% | -13.7% |
| 3M | -22.6% | +48.1% | -70.6% | -29.6% |
| 6M | +12.7% | +57.6% | -44.9% | +0.8% |
| YTD | -18.4% | +56.5% | -74.9% | -27.1% |
| 1Y | +4.9% | +52.6% | -47.6% | -6.1% |
| 3Y | +16.4% | +412.0% | -395.6% | -9.4% |
| All | +2.8% | +496.6% | -493.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling