+152.9%
FTNT vs FSLR
+29.6%
+123.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +7.1% | -14.8% | +21.8% | +8.1% |
| 30D | -30.9% | -4.3% | -26.6% | -30.8% |
| 3M | -23.1% | -23.4% | +0.3% | -21.9% |
| 6M | +8.1% | -26.9% | +35.0% | +10.0% |
| YTD | +60.2% | -34.4% | +94.6% | +64.0% |
| 1Y | +57.0% | -33.2% | +90.2% | +60.4% |
| 3Y | +152.9% | +28.1% | +124.9% | +127.8% |
| All | +152.9% | +29.6% | +123.3% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling