+368.0%
FSLR vs Z
+25.1%
+342.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 1Y | +1.3% | -58.7% | +60.0% | +21.9% |
| 3Y | +9.7% | -34.1% | +43.8% | +13.3% |
| 5Y | +117.4% | -64.5% | +181.9% | +143.9% |
| 10Y | +435.5% | -0.5% | +436.0% | +328.6% |
| All | +368.0% | +25.1% | +342.9% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling