+1.3%
FSLR vs ZS
-37.1%
+38.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.5% |
| 7D | 0.0% | -7.8% | +7.8% | -0.1% |
| 30D | -13.7% | +5.0% | -18.7% | -13.5% |
| 3M | -35.1% | +25.5% | -60.6% | -34.5% |
| 6M | +3.6% | +8.7% | -5.1% | +5.1% |
| YTD | -21.7% | -24.5% | +2.8% | -17.6% |
| 1Y | +1.3% | -36.7% | +38.0% | +15.2% |
| All | +1.3% | -37.1% | +38.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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