-26.0%
FSLR vs SNAP
-22.3%
-3.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +3.4% |
| 7D | +10.3% | -0.7% | +11.0% | +10.4% |
| 30D | +10.4% | +5.5% | +4.9% | +8.9% |
| 3M | -20.2% | +2.2% | -22.4% | -21.0% |
| 6M | -8.0% | -4.1% | -3.9% | -8.9% |
| YTD | -25.5% | -26.6% | +1.1% | -22.6% |
| 1Y | -26.0% | -20.7% | -5.2% | -24.0% |
| All | -26.0% | -22.3% | -3.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling