+455.6%
FSLR vs Z
-14.8%
+470.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -8.4% | -13.1% | +4.6% | -5.6% |
| 30D | -0.9% | +5.9% | -6.8% | -3.0% |
| 3M | -26.1% | -13.7% | -12.4% | -24.3% |
| 6M | -23.6% | -27.1% | +3.5% | -19.1% |
| YTD | -31.8% | -56.8% | +25.0% | -19.1% |
| 1Y | -32.6% | -60.2% | +27.6% | -18.5% |
| 3Y | +33.0% | -19.7% | +52.7% | +29.2% |
| 5Y | +56.8% | -53.7% | +110.5% | +65.7% |
| 10Y | +455.6% | -16.9% | +472.4% | +372.8% |
| All | +455.6% | -14.8% | +470.3% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling