+2,624.6%
GOOG vs FSLR
+734.5%
+1,890.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -6.8% | -13.7% | +6.8% | -4.9% |
| 3M | -9.1% | -35.1% | +26.0% | -3.4% |
| 6M | +10.7% | +3.6% | +7.1% | +9.3% |
| YTD | +7.1% | -21.7% | +28.8% | +9.5% |
| 1Y | +44.6% | +1.3% | +43.3% | +41.7% |
| 3Y | +147.4% | +9.7% | +137.7% | +128.2% |
| 5Y | +133.8% | +117.4% | +16.4% | +87.1% |
| 10Y | +777.5% | +435.5% | +342.0% | +473.2% |
| All | +2,624.6% | +734.5% | +1,890.1% | +1,603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling