+481.0%
JPM vs FSLR
+464.2%
+16.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -2.5% | -8.4% | +6.0% | -1.5% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | -4.7% | -26.1% | +21.4% | -1.4% |
| 6M | +15.6% | -23.6% | +39.2% | +18.3% |
| YTD | +8.6% | -31.8% | +40.4% | +12.0% |
| 1Y | +10.9% | -32.6% | +43.5% | +14.4% |
| 3Y | +149.9% | +33.0% | +116.9% | +120.1% |
| 5Y | +131.9% | +56.8% | +75.2% | +89.2% |
| 10Y | +481.0% | +455.6% | +25.5% | +244.7% |
| All | +481.0% | +464.2% | +16.8% | +244.7% |
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