+409.5%
FSLR vs SNAP
-79.2%
+488.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.6% | -5.4% |
| 7D | -2.6% | -10.6% | +7.9% | -1.1% |
| 30D | +1.8% | -19.7% | +21.5% | +5.0% |
| 3M | -24.4% | -6.5% | -17.8% | -24.1% |
| 6M | -17.7% | -17.8% | 0.0% | -16.0% |
| YTD | -30.7% | -38.0% | +7.3% | -26.8% |
| 1Y | -33.6% | -42.5% | +8.8% | -29.1% |
| 3Y | +35.1% | -55.8% | +91.0% | +42.3% |
| 5Y | +63.1% | -90.5% | +153.6% | +94.2% |
| All | +409.5% | -79.2% | +488.7% | +354.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling