+149.6%
IBM vs FSLR
+498.1%
-348.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.1% |
| 7D | -5.0% | +15.3% | -20.3% | -6.2% |
| 30D | +11.1% | +11.7% | -0.6% | +10.0% |
| 3M | +5.7% | -17.6% | +23.3% | +7.3% |
| 6M | +10.1% | -7.7% | +17.8% | +10.4% |
| YTD | -15.6% | -23.0% | +7.4% | -14.5% |
| 1Y | -19.5% | -26.0% | +6.5% | -18.3% |
| 3Y | +80.4% | +36.9% | +43.5% | +66.4% |
| 5Y | +140.0% | +72.9% | +67.1% | +109.6% |
| All | +149.6% | +498.1% | -348.5% | +77.2% |
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