+179.4%
INTC vs FSLR
+15.2%
+164.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.3% | +4.7% | +8.1% |
| 7D | +17.4% | +6.8% | +10.6% | +15.7% |
| 30D | +2.8% | -14.7% | +17.5% | +6.5% |
| 3M | -5.3% | -22.6% | +17.3% | +0.1% |
| 6M | +140.6% | +12.7% | +127.9% | +137.6% |
| YTD | +183.1% | -18.4% | +201.5% | +192.6% |
| 1Y | +326.8% | +4.9% | +321.8% | +319.9% |
| 3Y | +179.4% | +16.4% | +163.0% | +139.0% |
| All | +179.4% | +15.2% | +164.3% | +139.0% |
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