-33.6%
FSLR vs SNAP
-39.9%
+6.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.6% | -5.3% |
| 7D | -2.6% | -10.6% | +7.9% | -0.7% |
| 30D | +1.8% | -19.7% | +21.5% | +6.1% |
| 3M | -24.4% | -6.5% | -17.8% | -24.2% |
| 6M | -17.7% | -17.8% | 0.0% | -15.9% |
| YTD | -30.7% | -38.0% | +7.3% | -21.5% |
| 1Y | -33.6% | -42.5% | +8.8% | -24.5% |
| All | -33.6% | -39.9% | +6.3% | -24.5% |
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