+105.7%
INTC vs FSLR
+473.3%
-367.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.5% | -0.9% |
| 7D | -4.0% | -2.6% | -1.4% | -3.6% |
| 30D | -44.5% | +1.8% | -46.3% | -44.8% |
| 3M | -40.4% | -24.4% | -16.0% | -37.1% |
| 6M | -53.5% | -17.7% | -35.7% | -51.6% |
| YTD | +57.5% | -30.7% | +88.3% | +67.8% |
| 1Y | +51.2% | -33.6% | +84.8% | +62.2% |
| 3Y | +51.6% | +35.1% | +16.5% | +32.8% |
| 5Y | +23.5% | +63.1% | -39.6% | -1.7% |
| All | +105.7% | +473.3% | -367.5% | +21.1% |
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