+28.7%
FSLR vs ZS
+10.0%
+18.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -12.0% | -5.2% | -6.8% | -11.7% |
| 30D | -7.7% | -15.5% | +7.8% | -6.8% |
| 3M | -24.0% | +9.0% | -33.0% | -24.9% |
| 6M | -24.4% | +32.2% | -56.6% | -27.4% |
| YTD | -34.0% | -14.1% | -19.9% | -32.6% |
| 1Y | -35.6% | -39.1% | +3.5% | -29.9% |
| All | +28.7% | +10.0% | +18.7% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling