+349.4%
INTC vs FSLR
+682.1%
-332.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.2% | +6.3% |
| 7D | -1.0% | +5.3% | -6.3% | -2.0% |
| 30D | -43.3% | +7.8% | -51.1% | -44.1% |
| 3M | -41.6% | -23.4% | -18.2% | -39.0% |
| 6M | -52.5% | -12.9% | -39.6% | -51.4% |
| YTD | +60.9% | -26.7% | +87.5% | +68.1% |
| 1Y | +55.7% | -28.4% | +84.1% | +63.1% |
| 3Y | +59.2% | +44.6% | +14.6% | +41.3% |
| 5Y | +25.0% | +67.9% | -42.9% | +4.0% |
| 10Y | +109.3% | +496.9% | -387.6% | +32.4% |
| All | +349.4% | +682.1% | -332.7% | +143.5% |
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