+116.4%
FSLR vs Z
-64.8%
+181.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -13.7% | -4.2% | -9.5% | -13.1% |
| 3M | -35.1% | -3.7% | -31.4% | -35.0% |
| 6M | +3.6% | -24.5% | +28.1% | +9.3% |
| YTD | -21.7% | -49.3% | +27.6% | -9.7% |
| 1Y | +1.3% | -58.7% | +60.0% | +22.6% |
| 3Y | +9.7% | -34.1% | +43.8% | +12.9% |
| All | +116.4% | -64.8% | +181.2% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling