+9.6%
FSLR vs SN
+389.7%
-380.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | 0.0% | -9.3% | +9.3% | +2.5% |
| 30D | -13.7% | -4.8% | -8.9% | -12.7% |
| 3M | -35.1% | +40.4% | -75.5% | -41.2% |
| 6M | +3.6% | +50.9% | -47.3% | -8.3% |
| YTD | -21.7% | +54.9% | -76.7% | -31.6% |
| 1Y | +1.3% | +43.0% | -41.8% | -9.9% |
| All | +9.6% | +389.7% | -380.0% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling