+702.3%
GOOG vs FSLR
+429.3%
+273.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.0% | -14.8% | +17.8% | +5.6% |
| 30D | -14.9% | -4.3% | -10.6% | -14.4% |
| 3M | -14.9% | -23.4% | +8.5% | -11.5% |
| 6M | -26.6% | -26.9% | +0.3% | -23.6% |
| YTD | -6.6% | -34.4% | +27.8% | -2.0% |
| 1Y | +5.1% | -33.2% | +38.3% | +9.8% |
| 3Y | +121.0% | +28.1% | +92.9% | +94.1% |
| 5Y | +97.3% | +54.5% | +42.8% | +57.8% |
| All | +702.3% | +429.3% | +273.0% | +367.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling