+592.1%
JPM vs FSLR
+431.1%
+161.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +0.9% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | -1.4% | -15.1% | +13.7% | +0.5% |
| 3M | +13.9% | -22.5% | +36.5% | +17.2% |
| 6M | +23.5% | +4.0% | +19.6% | +21.7% |
| YTD | +11.6% | -22.3% | +33.9% | +13.6% |
| 1Y | +21.4% | 0.0% | +21.3% | +18.9% |
| 3Y | +163.4% | +10.9% | +152.6% | +141.2% |
| 5Y | +152.5% | +105.4% | +47.1% | +97.9% |
| 10Y | +592.1% | +447.0% | +145.1% | +315.6% |
| All | +592.1% | +431.1% | +161.0% | +315.6% |
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