+121.0%
GOOG vs FSLR
+29.6%
+91.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.0% | -14.8% | +17.8% | +4.8% |
| 30D | -14.9% | -4.3% | -10.6% | -14.5% |
| 3M | -14.9% | -23.4% | +8.5% | -12.6% |
| 6M | -26.6% | -26.9% | +0.3% | -24.6% |
| YTD | -6.6% | -34.4% | +27.8% | -3.8% |
| 1Y | +5.1% | -33.2% | +38.3% | +7.9% |
| 3Y | +121.0% | +28.1% | +92.9% | +106.5% |
| All | +121.0% | +29.6% | +91.3% | +106.5% |
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