-26.2%
FSLR vs Z
-59.8%
+33.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.2% | +2.8% |
| 7D | +15.3% | -4.6% | +19.9% | +15.3% |
| 30D | +11.7% | +8.3% | +3.3% | +11.7% |
| 3M | -17.6% | -11.6% | -6.0% | -17.8% |
| 6M | -7.7% | -33.6% | +25.9% | -9.2% |
| YTD | -23.0% | -56.7% | +33.7% | -25.1% |
| All | -26.2% | -59.8% | +33.5% | -27.6% |
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