+1.9%
META vs FSLR
-29.8%
+31.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.7% | +9.9% | +5.4% |
| 7D | +5.7% | +5.3% | +0.5% | +5.3% |
| 30D | -10.8% | +7.8% | -18.5% | -11.2% |
| 3M | +8.4% | -23.4% | +31.8% | +10.1% |
| 6M | +5.4% | -12.9% | +18.3% | +8.4% |
| YTD | -2.6% | -26.7% | +24.1% | -0.9% |
| All | +1.9% | -29.8% | +31.7% | +4.4% |
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