-26.0%
FSLR vs ZS
-31.8%
+5.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +10.3% | -12.3% | +22.6% | +9.9% |
| 30D | +10.4% | +11.2% | -0.8% | +10.9% |
| 3M | -20.2% | +37.5% | -57.7% | -19.0% |
| 6M | -8.0% | +57.8% | -65.8% | -4.4% |
| YTD | -25.5% | -0.2% | -25.3% | -24.3% |
| 1Y | -26.0% | -31.6% | +5.7% | -27.7% |
| All | -26.0% | -31.8% | +5.9% | -27.7% |
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