+10.9%
JPM vs FSLR
-33.8%
+44.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -2.5% | -8.4% | +6.0% | -2.1% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | -4.7% | -26.1% | +21.4% | -3.2% |
| 6M | +15.6% | -23.6% | +39.2% | +15.8% |
| YTD | +8.6% | -31.8% | +40.4% | +9.4% |
| 1Y | +10.9% | -32.6% | +43.5% | +10.7% |
| All | +10.9% | -33.8% | +44.7% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling