+154.6%
FTNT vs FSLR
+116.7%
+37.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.2% |
| 7D | -2.7% | +6.8% | -9.5% | -3.5% |
| 30D | -1.4% | -14.7% | +13.4% | +0.5% |
| 3M | +10.1% | -22.6% | +32.7% | +13.2% |
| 6M | +88.2% | +12.7% | +75.5% | +84.4% |
| YTD | +98.3% | -18.4% | +116.7% | +101.1% |
| 1Y | +96.0% | +4.9% | +91.0% | +91.2% |
| 3Y | +145.8% | +16.4% | +129.4% | +121.4% |
| 5Y | +154.6% | +123.5% | +31.2% | +75.3% |
| All | +154.6% | +116.7% | +37.9% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling