+182.9%
FSLR vs SOUN
-22.7%
+205.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | 0.0% | -5.2% | +5.2% | +0.4% |
| 30D | -13.7% | +4.8% | -18.5% | -14.0% |
| 3M | -35.1% | -15.9% | -19.2% | -34.4% |
| 6M | +3.6% | -17.4% | +21.0% | +4.4% |
| YTD | -21.7% | -32.4% | +10.7% | -20.4% |
| 1Y | +1.3% | -49.3% | +50.6% | +4.7% |
| 3Y | +9.7% | +167.5% | -157.8% | -3.8% |
| All | +182.9% | -22.7% | +205.6% | +142.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling