+2,111.2%
FTNT vs FSLR
+461.4%
+1,649.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -1.9% | -14.0% | +12.1% | +0.5% |
| 3M | +14.4% | -16.9% | +31.3% | +17.4% |
| 6M | +88.7% | +4.7% | +83.9% | +85.4% |
| YTD | +100.0% | -20.7% | +120.7% | +104.1% |
| 1Y | +99.9% | +1.7% | +98.2% | +94.3% |
| 3Y | +147.9% | +13.1% | +134.9% | +120.7% |
| 5Y | +155.8% | +108.4% | +47.4% | +87.2% |
| All | +2,111.2% | +461.4% | +1,649.7% | +1,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FSLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling