-35.6%
FSLR vs Z
-61.0%
+25.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | -12.0% | -4.9% | -7.1% | -11.9% |
| 30D | -7.7% | +3.0% | -10.6% | -7.6% |
| 3M | -24.0% | -13.4% | -10.6% | -24.1% |
| 6M | -24.4% | -27.3% | +2.9% | -24.9% |
| YTD | -34.0% | -57.8% | +23.7% | -35.1% |
| 1Y | -35.6% | -60.0% | +24.4% | -36.2% |
| All | -35.6% | -61.0% | +25.4% | -36.2% |
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