+154.9%
FSLR vs ZS
+604.7%
-449.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.4% | -13.7% | +5.2% | -6.4% |
| 30D | -0.9% | -14.2% | +13.3% | +1.2% |
| 3M | -26.1% | +8.5% | -34.6% | -27.9% |
| 6M | -23.6% | +30.2% | -53.8% | -29.2% |
| YTD | -31.8% | -13.8% | -18.0% | -32.9% |
| 1Y | -32.6% | -41.5% | +8.9% | -28.7% |
| 3Y | +33.0% | +10.7% | +22.3% | +21.0% |
| 5Y | +56.8% | -43.6% | +100.4% | +51.3% |
| All | +154.9% | +604.7% | -449.8% | +80.5% |
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