+466.3%
FSLR vs SNAP
-79.3%
+545.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.2% |
| 7D | +15.3% | -7.1% | +22.4% | +16.4% |
| 30D | +11.7% | -14.6% | +26.3% | +14.0% |
| 3M | -17.6% | -5.0% | -12.6% | -17.5% |
| 6M | -7.7% | -18.8% | +11.1% | -5.6% |
| YTD | -23.0% | -38.5% | +15.5% | -18.6% |
| 1Y | -26.0% | -38.1% | +12.0% | -21.9% |
| 3Y | +36.9% | -53.8% | +90.6% | +43.2% |
| 5Y | +72.9% | -90.7% | +163.6% | +106.4% |
| All | +466.3% | -79.3% | +545.6% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling