+4.9%
FSLR vs Z
-63.3%
+68.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.8% | +4.2% |
| 7D | +6.8% | -3.3% | +10.1% | +6.8% |
| 30D | -14.7% | -3.7% | -11.0% | -14.7% |
| 3M | -22.6% | -7.0% | -15.6% | -22.3% |
| 6M | +12.7% | -29.5% | +42.2% | +12.7% |
| YTD | -18.4% | -52.6% | +34.2% | -16.5% |
| 1Y | +4.9% | -64.0% | +68.9% | +6.6% |
| All | +4.9% | -63.3% | +68.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling