+116.4%
FSLR vs SNAP
-92.8%
+209.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -13.7% | +2.6% | -16.3% | -14.2% |
| 3M | -35.1% | -9.9% | -25.2% | -34.3% |
| 6M | +3.6% | +1.9% | +1.8% | +2.2% |
| YTD | -21.7% | -32.2% | +10.5% | -18.1% |
| 1Y | +1.3% | -22.8% | +24.1% | +3.6% |
| 3Y | +9.7% | -47.6% | +57.3% | +12.7% |
| All | +116.4% | -92.8% | +209.2% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling