+2,299.9%
GOOG vs FSLR
+603.3%
+1,696.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.1% |
| 7D | +4.8% | -12.0% | +16.8% | +6.8% |
| 30D | -15.5% | -7.7% | -7.8% | -14.6% |
| 3M | -13.7% | -24.0% | +10.3% | -10.4% |
| 6M | -23.0% | -24.4% | +1.5% | -20.4% |
| YTD | -5.7% | -34.0% | +28.3% | -1.3% |
| 1Y | +3.0% | -35.6% | +38.6% | +8.0% |
| 3Y | +122.4% | +28.7% | +93.7% | +99.7% |
| 5Y | +99.2% | +55.3% | +43.9% | +67.6% |
| 10Y | +690.8% | +437.4% | +253.4% | +417.1% |
| All | +2,299.9% | +603.3% | +1,696.7% | +1,434.8% |
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