+190.7%
FSLR vs ZS
+504.0%
-313.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.3% | -5.2% |
| 7D | +0.2% | -3.8% | +4.1% | +0.8% |
| 30D | -15.1% | -6.0% | -9.1% | -14.5% |
| 3M | -22.5% | +32.0% | -54.5% | -26.5% |
| 6M | +4.0% | +2.1% | +1.8% | +0.5% |
| YTD | -22.3% | -26.2% | +3.9% | -20.8% |
| 1Y | 0.0% | -41.2% | +41.2% | +6.0% |
| 3Y | +10.9% | +3.3% | +7.5% | +2.5% |
| 5Y | +105.4% | -40.7% | +146.1% | +97.5% |
| All | +190.7% | +504.0% | -313.3% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling