+16.4%
FSLR vs SOUN
+177.2%
-160.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.5% |
| 7D | +6.8% | -4.1% | +10.9% | +7.2% |
| 30D | -14.7% | -18.1% | +3.4% | -13.2% |
| 3M | -22.6% | -12.3% | -10.3% | -21.8% |
| 6M | +12.7% | -18.6% | +31.3% | +13.9% |
| YTD | -18.4% | -34.1% | +15.7% | -16.5% |
| 1Y | +4.9% | -57.0% | +62.0% | +10.9% |
| 3Y | +16.4% | +185.7% | -169.3% | -9.4% |
| All | +16.4% | +177.2% | -160.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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