+152.8%
JPM vs FSLR
+116.7%
+36.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.7% |
| 7D | -0.4% | +6.8% | -7.2% | -0.9% |
| 30D | -1.1% | -14.7% | +13.6% | -0.1% |
| 3M | +14.1% | -22.6% | +36.7% | +15.9% |
| 6M | +23.3% | +12.7% | +10.6% | +21.6% |
| YTD | +11.3% | -18.4% | +29.6% | +11.9% |
| 1Y | +23.0% | +4.9% | +18.1% | +21.3% |
| 3Y | +162.6% | +16.4% | +146.2% | +147.9% |
| 5Y | +152.8% | +123.5% | +29.3% | +119.0% |
| All | +152.8% | +116.7% | +36.0% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling