+404.3%
META vs FSLR
+498.1%
-93.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | -0.8% | +15.3% | -16.1% | -3.2% |
| 30D | -15.4% | +11.7% | -27.1% | -17.0% |
| 3M | +3.5% | -17.6% | +21.1% | +6.5% |
| 6M | -0.3% | -7.7% | +7.5% | +0.1% |
| YTD | -7.3% | -23.0% | +15.7% | -5.1% |
| 1Y | -1.1% | -26.0% | +25.0% | +1.9% |
| 3Y | +95.1% | +36.9% | +58.2% | +67.1% |
| 5Y | +80.6% | +72.9% | +7.6% | +37.5% |
| All | +404.3% | +498.1% | -93.8% | +181.6% |
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