+16.4%
FSLR vs ZS
+0.9%
+15.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +4.7% |
| 7D | +6.8% | -9.2% | +16.0% | +7.7% |
| 30D | -14.7% | -4.0% | -10.7% | -14.5% |
| 3M | -22.6% | +25.3% | -47.9% | -24.2% |
| 6M | +12.7% | -1.3% | +14.0% | +11.4% |
| YTD | -18.4% | -28.0% | +9.6% | -15.0% |
| 1Y | +4.9% | -42.5% | +47.4% | +13.7% |
| 3Y | +16.4% | +0.7% | +15.7% | +1.6% |
| All | +16.4% | +0.9% | +15.5% | +1.6% |
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