+36.9%
FSLR vs SNAP
-53.8%
+90.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.3% |
| 7D | +15.3% | -7.1% | +22.4% | +16.7% |
| 30D | +11.7% | -14.6% | +26.3% | +14.7% |
| 3M | -17.6% | -5.0% | -12.6% | -17.5% |
| 6M | -7.7% | -18.8% | +11.1% | -5.2% |
| YTD | -23.0% | -38.5% | +15.5% | -17.4% |
| 1Y | -26.0% | -38.1% | +12.0% | -20.8% |
| 3Y | +36.9% | -53.8% | +90.6% | +3.7% |
| All | +36.9% | -53.8% | +90.7% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling