+3.6%
GOOG vs FSLR
-24.3%
+27.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.5% |
| 7D | -10.7% | +10.3% | -21.1% | -12.1% |
| 30D | -16.4% | +10.4% | -26.9% | -17.8% |
| 3M | -23.4% | -20.2% | -3.2% | -20.9% |
| 6M | -24.2% | -8.0% | -16.2% | -24.6% |
| YTD | -8.3% | -25.5% | +17.3% | -8.4% |
| 1Y | +3.6% | -26.0% | +29.6% | +2.6% |
| All | +3.6% | -24.3% | +27.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling