+140.7%
GOOG vs FSLR
+9.6%
+131.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -7.7% | -15.1% | +7.5% | -6.0% |
| 3M | -9.3% | -22.5% | +13.2% | -7.1% |
| 6M | +7.4% | +4.0% | +3.5% | +6.4% |
| YTD | +4.9% | -22.3% | +27.1% | +6.2% |
| 1Y | +37.2% | 0.0% | +37.2% | +35.4% |
| All | +140.7% | +9.6% | +131.0% | +125.4% |
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