+1,145.0%
JPM vs FSLR
+734.5%
+410.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.2% | -13.7% | +13.5% | +2.3% |
| 3M | +15.9% | -35.1% | +51.0% | +24.2% |
| 6M | +20.9% | +3.6% | +17.3% | +18.6% |
| YTD | +12.9% | -21.7% | +34.6% | +15.6% |
| 1Y | +20.3% | +1.3% | +19.0% | +16.8% |
| 3Y | +160.9% | +9.7% | +151.2% | +133.4% |
| 5Y | +154.8% | +117.4% | +37.5% | +88.3% |
| 10Y | +591.1% | +435.5% | +155.6% | +285.6% |
| All | +1,145.0% | +734.5% | +410.6% | +582.2% |
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